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DZ Bank Call 135 BEI 20.09.2024/  DE000DW5QWC3  /

Frankfurt Zert./DZB
2024-05-20  9:35:12 PM Chg.+0.030 Bid9:59:18 PM Ask9:59:18 PM Underlying Strike price Expiration date Option type
1.420EUR +2.16% 1.430
Bid Size: 4,000		 1.470
Ask Size: 4,000		 BEIERSDORF AG O.N. 135.00 - 2024-09-20 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: 2024-09-20
Issue date: 2022-09-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.12
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.97
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.97
Time value: 0.46
Break-even: 149.30
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 2.88%
Delta: 0.76
Theta: -0.03
Omega: 7.67
Rho: 0.32
 

Quote data

Open: 1.380
High: 1.430
Low: 1.380
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.13%
1 Month  
+77.50%
3 Months  
+31.48%
YTD  
+42.00%
1 Year  
+26.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.320
1M High / 1M Low: 1.610 0.860
6M High / 6M Low: 1.610 0.450
High (YTD): 2024-05-10 1.610
Low (YTD): 2024-04-10 0.450
52W High: 2024-05-10 1.610
52W Low: 2023-07-20 0.380
Avg. price 1W:   1.430
Avg. volume 1W:   0.000
Avg. price 1M:   1.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.914
Avg. volume 6M:   0.000
Avg. price 1Y:   0.740
Avg. volume 1Y:   0.000
Volatility 1M:   99.70%
Volatility 6M:   149.77%
Volatility 1Y:   137.45%
Volatility 3Y:   -