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DZ Bank Call 230 UNP 21.06.2024/  DE000DW61262  /

Frankfurt Zert./DZB
2024-05-17  9:35:22 PM Chg.-0.160 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
1.460EUR -9.88% 1.500
Bid Size: 5,000		 1.520
Ask Size: 5,000		 UNION PAC. DL... 230.00 - 2024-06-21 Call
 

Master data

WKN: DW6126
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.14
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.18
Parity: -0.37
Time value: 1.60
Break-even: 246.00
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 1.39
Spread abs.: 0.02
Spread %: 1.27%
Delta: 0.51
Theta: -0.26
Omega: 7.24
Rho: 0.10
 

Quote data

Open: 1.630
High: 1.630
Low: 1.390
Previous Close: 1.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.12%
1 Month  
+65.91%
3 Months
  -34.82%
YTD
  -39.17%
1 Year  
+46.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.510
1M High / 1M Low: 1.700 0.840
6M High / 6M Low: 3.000 0.840
High (YTD): 2024-02-23 3.000
Low (YTD): 2024-04-18 0.840
52W High: 2024-02-23 3.000
52W Low: 2023-10-27 0.640
Avg. price 1W:   1.608
Avg. volume 1W:   0.000
Avg. price 1M:   1.313
Avg. volume 1M:   0.000
Avg. price 6M:   1.859
Avg. volume 6M:   0.000
Avg. price 1Y:   1.474
Avg. volume 1Y:   78.125
Volatility 1M:   311.47%
Volatility 6M:   176.94%
Volatility 1Y:   178.88%
Volatility 3Y:   -