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DZ Bank Call 1.4 SNG 21.06.2024/  DE000DW37BR7  /

Frankfurt Zert./DZB
2024-05-23  9:34:45 PM Chg.-0.010 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.360EUR -2.70% -
Bid Size: -		 -
Ask Size: -		 SINGULUS TECHNOL. EO... 1.40 - 2024-06-21 Call
 

Master data

WKN: DW37BR
Issuer: DZ Bank AG
Currency: EUR
Underlying: SINGULUS TECHNOL. EO 1
Type: Warrant
Option type: Call
Strike price: 1.40 -
Maturity: 2024-06-21
Issue date: 2022-07-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.31
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.45
Implied volatility: 3.11
Historic volatility: 0.63
Parity: 0.45
Time value: 0.36
Break-even: 2.20
Moneyness: 1.32
Premium: 0.19
Premium p.a.: 8.16
Spread abs.: 0.45
Spread %: 128.57%
Delta: 0.78
Theta: -0.01
Omega: 1.79
Rho: 0.00
 

Quote data

Open: 0.540
High: 0.540
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -16.28%
1 Month  
+9.09%
3 Months
  -7.69%
YTD
  -37.93%
1 Year
  -71.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.370
1M High / 1M Low: 0.490 0.250
6M High / 6M Low: 0.780 0.050
High (YTD): 2024-01-08 0.630
Low (YTD): 2024-04-04 0.050
52W High: 2023-06-16 1.720
52W Low: 2024-04-04 0.050
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   0.772
Avg. volume 1Y:   0.000
Volatility 1M:   399.50%
Volatility 6M:   463.65%
Volatility 1Y:   358.79%
Volatility 3Y:   -