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DZ Bank Call 1.5 SNG 21.06.2024/  DE000DW37BS5  /

EUWAX
2024-05-23  9:52:25 AM Chg.0.000 Bid7:59:01 PM Ask7:59:01 PM Underlying Strike price Expiration date Option type
0.460EUR 0.00% 0.290
Bid Size: 1,000		 0.700
Ask Size: 1,000		 SINGULUS TECHNOL. EO... 1.50 - 2024-06-21 Call
 

Master data

WKN: DW37BS
Issuer: DZ Bank AG
Currency: EUR
Underlying: SINGULUS TECHNOL. EO 1
Type: Warrant
Option type: Call
Strike price: 1.50 -
Maturity: 2024-06-21
Issue date: 2022-07-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.53
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.35
Implied volatility: 2.95
Historic volatility: 0.63
Parity: 0.35
Time value: 0.39
Break-even: 2.23
Moneyness: 1.23
Premium: 0.21
Premium p.a.: 9.86
Spread abs.: 0.45
Spread %: 160.71%
Delta: 0.75
Theta: -0.01
Omega: 1.89
Rho: 0.00
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.13%
1 Month  
+53.33%
3 Months  
+35.29%
YTD
  -22.03%
1 Year
  -62.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.370
1M High / 1M Low: 0.470 0.250
6M High / 6M Low: 0.750 0.060
High (YTD): 2024-01-05 0.620
Low (YTD): 2024-04-03 0.060
52W High: 2023-06-15 1.670
52W Low: 2024-04-03 0.060
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.752
Avg. volume 1Y:   0.000
Volatility 1M:   306.24%
Volatility 6M:   271.09%
Volatility 1Y:   243.69%
Volatility 3Y:   -