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DZ Bank Call 270 BRYN 21.06.2024/  DE000DW5Q310  /

EUWAX
2024-06-05  8:07:43 AM Chg.-0.36 Bid11:51:00 AM Ask11:51:00 AM Underlying Strike price Expiration date Option type
13.02EUR -2.69% 12.94
Bid Size: 6,000		 -
Ask Size: -		 BERKSH. H.B NEW DL-,... 270.00 - 2024-06-21 Call
 

Master data

WKN: DW5Q31
Issuer: DZ Bank AG
Currency: EUR
Underlying: BERKSH. H.B NEW DL-,00333
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 2024-06-21
Issue date: 2022-09-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.81
Leverage: Yes

Calculated values

Fair value: 10.68
Intrinsic value: 10.63
Implied volatility: 2.55
Historic volatility: 0.11
Parity: 10.63
Time value: 2.75
Break-even: 403.80
Moneyness: 1.39
Premium: 0.07
Premium p.a.: 3.98
Spread abs.: 0.47
Spread %: 3.64%
Delta: 0.81
Theta: -1.70
Omega: 2.29
Rho: 0.08
 

Quote data

Open: 13.02
High: 13.02
Low: 13.02
Previous Close: 13.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.51%
1 Month  
+3.17%
3 Months  
+2.60%
YTD  
+49.31%
1 Year  
+73.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.51 12.25
1M High / 1M Low: 13.74 12.25
6M High / 6M Low: 14.32 8.53
High (YTD): 2024-04-04 14.32
Low (YTD): 2024-01-17 9.00
52W High: 2024-04-04 14.32
52W Low: 2023-10-27 7.28
Avg. price 1W:   12.89
Avg. volume 1W:   0.00
Avg. price 1M:   13.10
Avg. volume 1M:   0.00
Avg. price 6M:   11.94
Avg. volume 6M:   0.00
Avg. price 1Y:   10.36
Avg. volume 1Y:   0.00
Volatility 1M:   41.32%
Volatility 6M:   39.28%
Volatility 1Y:   40.83%
Volatility 3Y:   -