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DZ Bank Call 190 UNP 21.06.2024/  DE000DW61221  /

Frankfurt Zert./DZB
2024-05-17  9:35:22 PM Chg.-0.170 Bid9:59:50 PM Ask- Underlying Strike price Expiration date Option type
5.080EUR -3.24% 5.120
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: 4.35
Leverage: Yes

Calculated values

Fair value: 3.70
Intrinsic value: 3.63
Implied volatility: 1.18
Historic volatility: 0.18
Parity: 3.63
Time value: 1.57
Break-even: 242.00
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 1.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.75
Theta: -0.39
Omega: 3.26
Rho: 0.11
 

Quote data

Open: 5.260
High: 5.260
Low: 5.000
Previous Close: 5.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.05%
1 Month  
+29.59%
3 Months
  -8.47%
YTD
  -6.79%
1 Year  
+90.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.350 5.120
1M High / 1M Low: 5.350 3.910
6M High / 6M Low: 6.460 3.340
High (YTD): 2024-02-23 6.460
Low (YTD): 2024-04-18 3.910
52W High: 2024-02-23 6.460
52W Low: 2023-05-29 2.280
Avg. price 1W:   5.238
Avg. volume 1W:   0.000
Avg. price 1M:   4.755
Avg. volume 1M:   0.000
Avg. price 6M:   5.025
Avg. volume 6M:   0.000
Avg. price 1Y:   4.067
Avg. volume 1Y:   30.406
Volatility 1M:   106.83%
Volatility 6M:   74.70%
Volatility 1Y:   89.03%
Volatility 3Y:   -