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DZ Bank Call 1.4 SNG 21.06.2024/  DE000DW37BR7  /

EUWAX
2024-05-13  8:24:06 AM Chg.-0.070 Bid9:34:44 AM Ask9:34:44 AM Underlying Strike price Expiration date Option type
0.360EUR -16.28% 0.440
Bid Size: 4,000		 0.590
Ask Size: 4,000		 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: 2.18
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.22
Implied volatility: 3.34
Historic volatility: 0.63
Parity: 0.22
Time value: 0.53
Break-even: 2.14
Moneyness: 1.15
Premium: 0.33
Premium p.a.: 12.93
Spread abs.: 0.37
Spread %: 100.00%
Delta: 0.75
Theta: -0.01
Omega: 1.64
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+63.64%
3 Months
  -7.69%
YTD
  -40.00%
1 Year
  -75.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.430 0.240
6M High / 6M Low: 0.800 0.080
High (YTD): 2024-01-05 0.640
Low (YTD): 2024-04-03 0.080
52W High: 2023-06-15 1.720
52W Low: 2024-04-03 0.080
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   0.000
Avg. price 1Y:   0.807
Avg. volume 1Y:   0.000
Volatility 1M:   298.53%
Volatility 6M:   270.10%
Volatility 1Y:   240.97%
Volatility 3Y:   -