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DZ Bank Call 10 XCA 21.06.2024/  DE000DW3NRN2  /

Frankfurt Zert./DZB
2024-05-23  9:34:59 PM Chg.-0.150 Bid9:58:45 PM Ask9:58:45 PM Underlying Strike price Expiration date Option type
5.640EUR -2.59% -
Bid Size: -		 -
Ask Size: -		 CREDIT AGRICOLE INH.... 10.00 - 2024-06-21 Call
 

Master data

WKN: DW3NRN
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.66
Leverage: Yes

Calculated values

Fair value: 5.75
Intrinsic value: 5.72
Implied volatility: 1.17
Historic volatility: 0.19
Parity: 5.72
Time value: 0.19
Break-even: 15.90
Moneyness: 1.57
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.10
Spread %: 1.72%
Delta: 0.94
Theta: -0.01
Omega: 2.50
Rho: 0.01
 

Quote data

Open: 5.740
High: 5.760
Low: 5.630
Previous Close: 5.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.05%
1 Month  
+25.33%
3 Months  
+108.89%
YTD  
+82.52%
1 Year  
+203.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.940 5.640
1M High / 1M Low: 5.940 4.500
6M High / 6M Low: 5.940 2.060
High (YTD): 2024-05-17 5.940
Low (YTD): 2024-02-13 2.330
52W High: 2024-05-17 5.940
52W Low: 2023-06-26 1.380
Avg. price 1W:   5.822
Avg. volume 1W:   0.000
Avg. price 1M:   5.290
Avg. volume 1M:   0.000
Avg. price 6M:   3.533
Avg. volume 6M:   0.000
Avg. price 1Y:   2.713
Avg. volume 1Y:   0.000
Volatility 1M:   36.83%
Volatility 6M:   60.06%
Volatility 1Y:   72.15%
Volatility 3Y:   -