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DZ Bank Call 18 EVK 21.06.2024/  DE000DW5CC36  /

EUWAX
2024-05-16  1:05:25 PM Chg.0.000 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
0.220EUR 0.00% 0.220
Bid Size: 150,000		 0.250
Ask Size: 150,000		 EVONIK INDUSTRIES NA... 18.00 - 2024-06-21 Call
 

Master data

WKN: DW5CC3
Issuer: DZ Bank AG
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.14
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.27
Implied volatility: 0.38
Historic volatility: 0.21
Parity: 0.27
Time value: 0.02
Break-even: 20.90
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 45.00%
Delta: 0.90
Theta: -0.01
Omega: 6.43
Rho: 0.02
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month  
+69.23%
3 Months  
+266.67%
YTD  
+46.67%
1 Year
  -8.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.260 0.120
6M High / 6M Low: 0.260 0.029
High (YTD): 2024-05-14 0.260
Low (YTD): 2024-03-18 0.029
52W High: 2023-05-24 0.310
52W Low: 2024-03-18 0.029
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.135
Avg. volume 1Y:   35.156
Volatility 1M:   140.94%
Volatility 6M:   218.88%
Volatility 1Y:   189.51%
Volatility 3Y:   -