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DZ Bank Call 230 CAT1 21.06.2024/  DE000DW5SSU9  /

Frankfurt Zert./DZB
2024-05-07  10:34:35 AM Chg.+0.090 Bid2024-05-07 Ask- Underlying Strike price Expiration date Option type
10.640EUR +0.85% 10.640
Bid Size: 3,000		 -
Ask Size: -		 CATERPILLAR INC. ... 230.00 - 2024-06-21 Call
 

Master data

WKN: DW5SSU
Issuer: DZ Bank AG
Currency: EUR
Underlying: CATERPILLAR INC. DL 1
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-06-21
Issue date: 2022-09-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.01
Leverage: Yes

Calculated values

Fair value: 8.87
Intrinsic value: 8.76
Implied volatility: 1.30
Historic volatility: 0.25
Parity: 8.76
Time value: 1.79
Break-even: 335.50
Moneyness: 1.38
Premium: 0.06
Premium p.a.: 0.56
Spread abs.: -0.06
Spread %: -0.57%
Delta: 0.83
Theta: -0.43
Omega: 2.49
Rho: 0.19
 

Quote data

Open: 10.650
High: 10.650
Low: 10.600
Previous Close: 10.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.40%
1 Month
  -24.54%
3 Months  
+15.03%
YTD  
+59.04%
1 Year  
+362.61%
3 Years     -
5 Years     -
1W High / 1W Low: 10.550 10.000
1M High / 1M Low: 13.550 10.000
6M High / 6M Low: 14.100 2.410
High (YTD): 2024-04-05 14.100
Low (YTD): 2024-01-17 5.200
52W High: 2024-04-05 14.100
52W Low: 2023-05-31 1.730
Avg. price 1W:   10.165
Avg. volume 1W:   0.000
Avg. price 1M:   11.964
Avg. volume 1M:   0.000
Avg. price 6M:   7.963
Avg. volume 6M:   0.000
Avg. price 1Y:   6.092
Avg. volume 1Y:   0.000
Volatility 1M:   87.59%
Volatility 6M:   93.26%
Volatility 1Y:   118.41%
Volatility 3Y:   -