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DZ Bank Call 20 PHI1 21.06.2024/  DE000DW3JNP4  /

EUWAX
2024-05-21  9:07:09 AM Chg.-0.040 Bid3:46:26 PM Ask3:46:26 PM Underlying Strike price Expiration date Option type
0.540EUR -6.90% 0.530
Bid Size: 175,000		 0.550
Ask Size: 175,000		 KONINKL. PHILIPS EO ... 20.00 - 2024-06-21 Call
 

Master data

WKN: DW3JNP
Issuer: DZ Bank AG
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.62
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.54
Implied volatility: 0.45
Historic volatility: 0.38
Parity: 0.54
Time value: 0.01
Break-even: 25.50
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 7.84%
Delta: 0.97
Theta: -0.01
Omega: 4.49
Rho: 0.02
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month  
+1976.92%
3 Months  
+938.46%
YTD  
+116.00%
1 Year  
+145.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.510
1M High / 1M Low: 0.600 0.034
6M High / 6M Low: 0.600 0.026
High (YTD): 2024-04-29 0.600
Low (YTD): 2024-04-19 0.026
52W High: 2024-04-29 0.600
52W Low: 2024-04-19 0.026
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.396
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.178
Avg. volume 1Y:   0.000
Volatility 1M:   4,819.56%
Volatility 6M:   1,920.21%
Volatility 1Y:   1,358.60%
Volatility 3Y:   -