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DZ Bank Call 220 UNP 21.06.2024/  DE000DW61254  /

Frankfurt Zert./DZB
2024-05-17  9:35:22 PM Chg.-0.170 Bid9:59:55 PM Ask- Underlying Strike price Expiration date Option type
2.340EUR -6.77% 2.380
Bid Size: 5,000		 -
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: 9.20
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.63
Implied volatility: 0.76
Historic volatility: 0.18
Parity: 0.63
Time value: 1.83
Break-even: 244.60
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 1.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.60
Theta: -0.31
Omega: 5.52
Rho: 0.11
 

Quote data

Open: 2.520
High: 2.520
Low: 2.250
Previous Close: 2.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month  
+59.18%
3 Months
  -21.74%
YTD
  -24.03%
1 Year  
+77.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.580 2.370
1M High / 1M Low: 2.580 1.440
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:   2.486
Avg. volume 1W:   0.000
Avg. price 1M:   2.087
Avg. volume 1M:   0.000
Avg. price 6M:   2.560
Avg. volume 6M:   0.000
Avg. price 1Y:   2.016
Avg. volume 1Y:   25.563
Volatility 1M:   230.09%
Volatility 6M:   138.65%
Volatility 1Y:   147.74%
Volatility 3Y:   -