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DZ Bank Call 190 UNP 21.06.2024/  DE000DW61221  /

Frankfurt Zert./DZB
2024-05-31  9:35:22 PM Chg.+0.180 Bid9:59:56 PM Ask- Underlying Strike price Expiration date Option type
3.790EUR +4.99% 4.060
Bid Size: 5,000		 -
Ask Size: -		 UNION PAC. DL... 190.00 - 2024-06-21 Call
 

Master data

WKN: DW6122
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.30
Leverage: Yes

Calculated values

Fair value: 2.50
Intrinsic value: 2.46
Implied volatility: 1.39
Historic volatility: 0.18
Parity: 2.46
Time value: 1.59
Break-even: 230.50
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 2.68
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -0.61
Omega: 3.74
Rho: 0.06
 

Quote data

Open: 3.580
High: 3.800
Low: 3.560
Previous Close: 3.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.30%
1 Month
  -16.70%
3 Months
  -37.56%
YTD
  -30.46%
1 Year  
+52.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.810 3.400
1M High / 1M Low: 5.350 3.400
6M High / 6M Low: 6.460 3.400
High (YTD): 2024-02-23 6.460
Low (YTD): 2024-05-29 3.400
52W High: 2024-02-23 6.460
52W Low: 2023-10-27 2.430
Avg. price 1W:   3.642
Avg. volume 1W:   0.000
Avg. price 1M:   4.548
Avg. volume 1M:   0.000
Avg. price 6M:   5.056
Avg. volume 6M:   0.000
Avg. price 1Y:   4.134
Avg. volume 1Y:   30.406
Volatility 1M:   85.16%
Volatility 6M:   73.78%
Volatility 1Y:   90.77%
Volatility 3Y:   -