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DZ Bank Call 220 UNP 21.06.2024/  DE000DW61254  /

Frankfurt Zert./DZB
2024-05-21  9:04:55 AM Chg.-0.060 Bid9:08:13 AM Ask- Underlying Strike price Expiration date Option type
2.190EUR -2.67% 2.190
Bid Size: 4,000		 -
Ask Size: -		 UNION PAC. DL... 220.00 - 2024-06-21 Call
 

Master data

WKN: DW6125
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.63
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.53
Implied volatility: 0.77
Historic volatility: 0.18
Parity: 0.53
Time value: 1.81
Break-even: 243.40
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 1.41
Spread abs.: -0.04
Spread %: -1.68%
Delta: 0.59
Theta: -0.32
Omega: 5.70
Rho: 0.10
 

Quote data

Open: 2.210
High: 2.210
Low: 2.190
Previous Close: 2.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.59%
1 Month  
+41.29%
3 Months
  -31.99%
YTD
  -28.90%
1 Year  
+65.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.510 2.250
1M High / 1M Low: 2.580 1.540
6M High / 6M Low: 3.820 1.420
High (YTD): 2024-02-23 3.820
Low (YTD): 2024-04-18 1.440
52W High: 2024-02-23 3.820
52W Low: 2023-10-27 0.950
Avg. price 1W:   2.388
Avg. volume 1W:   0.000
Avg. price 1M:   2.197
Avg. volume 1M:   0.000
Avg. price 6M:   2.573
Avg. volume 6M:   0.000
Avg. price 1Y:   2.027
Avg. volume 1Y:   25.663
Volatility 1M:   236.98%
Volatility 6M:   138.85%
Volatility 1Y:   148.09%
Volatility 3Y:   -