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DZ Bank Call 120 SND 21.06.2024/  DE000DW3QJC5  /

Frankfurt Zert./DZB
2024-04-30  6:04:39 PM Chg.-0.110 Bid6:26:22 PM Ask6:26:22 PM Underlying Strike price Expiration date Option type
9.480EUR -1.15% 9.500
Bid Size: 10,000		 9.620
Ask Size: 10,000		 SCHNEIDER ELEC. INH.... 120.00 - 2024-06-21 Call
 

Master data

WKN: DW3QJC
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.22
Leverage: Yes

Calculated values

Fair value: 9.67
Intrinsic value: 9.61
Implied volatility: 0.84
Historic volatility: 0.21
Parity: 9.61
Time value: 0.13
Break-even: 217.30
Moneyness: 1.80
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.12
Spread %: 1.25%
Delta: 0.98
Theta: -0.05
Omega: 2.17
Rho: 0.16
 

Quote data

Open: 9.710
High: 9.760
Low: 9.480
Previous Close: 9.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.41%
1 Month  
+4.98%
3 Months  
+44.95%
YTD  
+47.21%
1 Year  
+114.00%
3 Years     -
5 Years     -
1W High / 1W Low: 9.690 9.080
1M High / 1M Low: 9.690 8.480
6M High / 6M Low: 9.890 2.870
High (YTD): 2024-03-22 9.890
Low (YTD): 2024-01-05 5.520
52W High: 2024-03-22 9.890
52W Low: 2023-10-26 2.570
Avg. price 1W:   9.396
Avg. volume 1W:   0.000
Avg. price 1M:   8.994
Avg. volume 1M:   0.000
Avg. price 6M:   7.011
Avg. volume 6M:   0.000
Avg. price 1Y:   5.711
Avg. volume 1Y:   0.000
Volatility 1M:   49.82%
Volatility 6M:   66.15%
Volatility 1Y:   66.50%
Volatility 3Y:   -