OverviewChartNewsTraderScreen

DZ Bank Call 140 BEI 21.06.2024/  DE000DW928T2  /

Frankfurt Zert./DZB
2024-05-21  9:04:52 AM Chg.+0.020 Bid9:25:07 AM Ask9:25:07 AM Underlying Strike price Expiration date Option type
0.710EUR +2.90% 0.730
Bid Size: 40,000		 0.740
Ask Size: 40,000		 BEIERSDORF AG O.N. 140.00 - 2024-06-21 Call
 

Master data

WKN: DW928T
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 20.97
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.47
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.47
Time value: 0.22
Break-even: 146.90
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 4.55%
Delta: 0.72
Theta: -0.06
Omega: 15.08
Rho: 0.09
 

Quote data

Open: 0.680
High: 0.710
Low: 0.680
Previous Close: 0.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.05%
1 Month  
+173.08%
3 Months  
+20.34%
YTD  
+36.54%
1 Year  
+10.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.590
1M High / 1M Low: 0.870 0.290
6M High / 6M Low: 0.870 0.100
High (YTD): 2024-05-10 0.870
Low (YTD): 2024-04-10 0.100
52W High: 2024-05-10 0.870
52W Low: 2024-04-10 0.100
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.342
Avg. volume 1Y:   0.000
Volatility 1M:   176.14%
Volatility 6M:   235.58%
Volatility 1Y:   199.37%
Volatility 3Y:   -