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DZ Bank Call 240 UNP 21.06.2024/  DE000DW61270  /

Frankfurt Zert./DZB
2024-05-17  9:35:22 PM Chg.-0.130 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.710EUR -15.48% 0.740
Bid Size: 5,000		 0.760
Ask Size: 5,000		 UNION PAC. DL... 240.00 - 2024-06-21 Call
 

Master data

WKN: DW6127
Issuer: DZ Bank AG
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.26
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.18
Parity: -1.37
Time value: 0.83
Break-even: 248.30
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 1.64
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.38
Theta: -0.19
Omega: 10.44
Rho: 0.08
 

Quote data

Open: 0.850
High: 0.850
Low: 0.660
Previous Close: 0.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.66%
1 Month  
+54.35%
3 Months
  -55.06%
YTD
  -60.56%
1 Year
  -4.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.770
1M High / 1M Low: 0.930 0.420
6M High / 6M Low: 2.250 0.420
High (YTD): 2024-02-23 2.250
Low (YTD): 2024-04-18 0.420
52W High: 2024-02-23 2.250
52W Low: 2024-04-18 0.420
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   1.266
Avg. volume 6M:   0.000
Avg. price 1Y:   1.026
Avg. volume 1Y:   0.000
Volatility 1M:   410.52%
Volatility 6M:   223.80%
Volatility 1Y:   214.52%
Volatility 3Y:   -