OverviewChartNewsTraderScreen

DZ Bank Call 1.6 SNG 21.06.2024/  DE000DW37BT3  /

EUWAX
2024-05-13  8:24:06 AM Chg.-0.080 Bid9:34:44 AM Ask9:34:44 AM Underlying Strike price Expiration date Option type
0.250EUR -24.24% 0.350
Bid Size: 4,000		 0.450
Ask Size: 4,000		 SINGULUS TECHNOL. EO... 1.60 - 2024-06-21 Call
 

Master data

WKN: DW37BT
Issuer: DZ Bank AG
Currency: EUR
Underlying: SINGULUS TECHNOL. EO 1
Type: Warrant
Option type: Call
Strike price: 1.60 -
Maturity: 2024-06-21
Issue date: 2022-07-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.83
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.02
Implied volatility: 2.76
Historic volatility: 0.63
Parity: 0.02
Time value: 0.56
Break-even: 2.17
Moneyness: 1.01
Premium: 0.34
Premium p.a.: 14.87
Spread abs.: 0.25
Spread %: 78.13%
Delta: 0.68
Theta: -0.01
Omega: 1.93
Rho: 0.00
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month  
+66.67%
3 Months
  -21.88%
YTD
  -54.55%
1 Year
  -82.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.240
1M High / 1M Low: 0.330 0.170
6M High / 6M Low: 0.710 0.050
High (YTD): 2024-01-05 0.580
Low (YTD): 2024-04-05 0.050
52W High: 2023-06-15 1.620
52W Low: 2024-04-05 0.050
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   0.747
Avg. volume 1Y:   0.000
Volatility 1M:   371.92%
Volatility 6M:   302.38%
Volatility 1Y:   251.95%
Volatility 3Y:   -