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DZ Bank Call 135 BEI 20.09.2024/  DE000DW5QWC3  /

Frankfurt Zert./DZB
6/3/2024  11:04:23 AM Chg.-0.040 Bid11:32:24 AM Ask11:32:24 AM Underlying Strike price Expiration date Option type
1.290EUR -3.01% 1.260
Bid Size: 40,000		 1.270
Ask Size: 40,000		 BEIERSDORF AG O.N. 135.00 - 9/20/2024 Call
 

Master data

WKN: DW5QWC
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 9/20/2024
Issue date: 9/21/2022
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.31
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.94
Implied volatility: 0.24
Historic volatility: 0.14
Parity: 0.94
Time value: 0.47
Break-even: 149.00
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 2.94%
Delta: 0.74
Theta: -0.04
Omega: 7.67
Rho: 0.28
 

Quote data

Open: 1.380
High: 1.380
Low: 1.280
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.03%
1 Month
  -1.53%
3 Months  
+95.45%
YTD  
+29.00%
1 Year  
+69.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 1.200
1M High / 1M Low: 1.610 1.200
6M High / 6M Low: 1.610 0.450
High (YTD): 5/10/2024 1.610
Low (YTD): 4/10/2024 0.450
52W High: 5/10/2024 1.610
52W Low: 7/20/2023 0.380
Avg. price 1W:   1.296
Avg. volume 1W:   0.000
Avg. price 1M:   1.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.972
Avg. volume 6M:   0.000
Avg. price 1Y:   0.760
Avg. volume 1Y:   0.000
Volatility 1M:   97.25%
Volatility 6M:   148.24%
Volatility 1Y:   136.53%
Volatility 3Y:   -