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DZ Bank Call 120 SND 21.06.2024/  DE000DW3QJC5  /

EUWAX
2024-05-24  9:17:53 AM Chg.-0.20 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
11.38EUR -1.73% -
Bid Size: -		 -
Ask Size: -		 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: 2.00
Leverage: Yes

Calculated values

Fair value: 11.85
Intrinsic value: 11.82
Implied volatility: 1.21
Historic volatility: 0.21
Parity: 11.82
Time value: 0.07
Break-even: 238.90
Moneyness: 1.99
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.12
Spread %: 1.02%
Delta: 0.99
Theta: -0.06
Omega: 1.98
Rho: 0.09
 

Quote data

Open: 11.38
High: 11.38
Low: 11.38
Previous Close: 11.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.43%
1 Month  
+20.42%
3 Months  
+29.61%
YTD  
+77.26%
1 Year  
+130.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.58 11.00
1M High / 1M Low: 11.72 9.39
6M High / 6M Low: 11.72 4.85
High (YTD): 2024-05-16 11.72
Low (YTD): 2024-01-05 5.49
52W High: 2024-05-16 11.72
52W Low: 2023-10-25 2.54
Avg. price 1W:   11.29
Avg. volume 1W:   0.00
Avg. price 1M:   10.59
Avg. volume 1M:   0.00
Avg. price 6M:   8.02
Avg. volume 6M:   1.37
Avg. price 1Y:   6.14
Avg. volume 1Y:   1.84
Volatility 1M:   40.77%
Volatility 6M:   44.32%
Volatility 1Y:   64.53%
Volatility 3Y:   -