OverviewChartNewsTraderScreen

DZ Bank Call 24 PHI1 21.06.2024/  DE000DW3QDN5  /

EUWAX
2024-05-21  9:18:35 AM Chg.-0.040 Bid10:08:41 AM Ask10:08:41 AM Underlying Strike price Expiration date Option type
0.160EUR -20.00% 0.160
Bid Size: 175,000		 0.170
Ask Size: 175,000		 KONINKL. PHILIPS EO ... 24.00 - 2024-06-21 Call
 

Master data

WKN: DW3QDN
Issuer: DZ Bank AG
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.94
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.14
Implied volatility: 0.26
Historic volatility: 0.38
Parity: 0.14
Time value: 0.03
Break-even: 25.70
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.80
Theta: -0.01
Omega: 11.93
Rho: 0.02
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15900.00%
3 Months  
+15900.00%
YTD  
+125.35%
1 Year  
+77.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.430 0.001
6M High / 6M Low: 0.430 0.001
High (YTD): 2024-04-29 0.430
Low (YTD): 2024-04-26 0.001
52W High: 2024-04-29 0.430
52W Low: 2024-04-26 0.001
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   20,000
Avg. price 6M:   0.041
Avg. volume 6M:   3,225.806
Avg. price 1Y:   0.055
Avg. volume 1Y:   1,960.784
Volatility 1M:   151,680.75%
Volatility 6M:   59,721.64%
Volatility 1Y:   42,118.38%
Volatility 3Y:   -