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DZ Bank Call 210 UNP 21.06.2024/  DE000DW61247  /

Frankfurt Zert./DZB
2024-05-17  9:34:55 PM Chg.-0.180 Bid9:59:55 PM Ask- Underlying Strike price Expiration date Option type
3.240EUR -5.26% 3.290
Bid Size: 5,000		 -
Ask Size: -		 UNION PAC. DL... 210.00 - 2024-06-21 Call
 

Master data

WKN: DW6124
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.62
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.63
Implied volatility: 0.92
Historic volatility: 0.18
Parity: 1.63
Time value: 1.79
Break-even: 244.20
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 1.22
Spread abs.: 0.05
Spread %: 1.48%
Delta: 0.66
Theta: -0.35
Omega: 4.38
Rho: 0.11
 

Quote data

Open: 3.430
High: 3.430
Low: 3.160
Previous Close: 3.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.43%
1 Month  
+47.27%
3 Months
  -14.96%
YTD
  -15.40%
1 Year  
+90.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.500 3.280
1M High / 1M Low: 3.500 2.180
6M High / 6M Low: 4.680 1.970
High (YTD): 2024-02-23 4.680
Low (YTD): 2024-04-18 2.180
52W High: 2024-02-23 4.680
52W Low: 2023-10-27 1.350
Avg. price 1W:   3.398
Avg. volume 1W:   0.000
Avg. price 1M:   2.942
Avg. volume 1M:   0.000
Avg. price 6M:   3.337
Avg. volume 6M:   104.113
Avg. price 1Y:   2.639
Avg. volume 1Y:   50.430
Volatility 1M:   172.00%
Volatility 6M:   110.30%
Volatility 1Y:   123.31%
Volatility 3Y:   -