OverviewChartNewsTraderScreen

DZ Bank Call 10 XCA 21.06.2024/  DE000DW3NRN2  /

Frankfurt Zert./DZB
2024-05-03  9:35:14 PM Chg.+0.150 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
4.830EUR +3.21% 4.840
Bid Size: 5,000		 4.940
Ask Size: 5,000		 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: 3.00
Leverage: Yes

Calculated values

Fair value: 4.82
Intrinsic value: 4.77
Implied volatility: 0.75
Historic volatility: 0.20
Parity: 4.77
Time value: 0.16
Break-even: 14.93
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.10
Spread %: 2.07%
Delta: 0.94
Theta: -0.01
Omega: 2.83
Rho: 0.01
 

Quote data

Open: 5.190
High: 5.250
Low: 4.820
Previous Close: 4.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month  
+21.05%
3 Months  
+44.18%
YTD  
+56.31%
1 Year  
+305.88%
3 Years     -
5 Years     -
1W High / 1W Low: 4.830 4.570
1M High / 1M Low: 4.830 3.660
6M High / 6M Low: 4.830 2.020
High (YTD): 2024-05-03 4.830
Low (YTD): 2024-02-13 2.330
52W High: 2024-05-03 4.830
52W Low: 2023-05-04 1.190
Avg. price 1W:   4.662
Avg. volume 1W:   0.000
Avg. price 1M:   4.215
Avg. volume 1M:   0.000
Avg. price 6M:   3.136
Avg. volume 6M:   0.000
Avg. price 1Y:   2.501
Avg. volume 1Y:   0.000
Volatility 1M:   48.08%
Volatility 6M:   60.37%
Volatility 1Y:   81.07%
Volatility 3Y:   -