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DZ Bank Call 290 BRYN 21.06.2024/  DE000DW5Q336  /

EUWAX
2024-06-05  8:07:43 AM Chg.-0.37 Bid6:30:32 PM Ask6:30:32 PM Underlying Strike price Expiration date Option type
11.18EUR -3.20% 10.93
Bid Size: 20,000		 -
Ask Size: -		 BERKSH. H.B NEW DL-,... 290.00 - 2024-06-21 Call
 

Master data

WKN: DW5Q33
Issuer: DZ Bank AG
Currency: EUR
Underlying: BERKSH. H.B NEW DL-,00333
Type: Warrant
Option type: Call
Strike price: 290.00 -
Maturity: 2024-06-21
Issue date: 2022-09-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 8.68
Intrinsic value: 8.63
Implied volatility: 2.05
Historic volatility: 0.11
Parity: 8.63
Time value: 2.36
Break-even: 399.90
Moneyness: 1.30
Premium: 0.06
Premium p.a.: 2.99
Spread abs.: -0.08
Spread %: -0.72%
Delta: 0.80
Theta: -1.45
Omega: 2.72
Rho: 0.08
 

Quote data

Open: 11.18
High: 11.18
Low: 11.18
Previous Close: 11.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.48%
1 Month  
+3.81%
3 Months  
+2.66%
YTD  
+59.03%
1 Year  
+86.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.67 10.41
1M High / 1M Low: 11.91 10.41
6M High / 6M Low: 12.51 6.79
High (YTD): 2024-04-04 12.51
Low (YTD): 2024-01-17 7.25
52W High: 2024-04-04 12.51
52W Low: 2023-10-27 5.65
Avg. price 1W:   11.05
Avg. volume 1W:   0.00
Avg. price 1M:   11.26
Avg. volume 1M:   0.00
Avg. price 6M:   10.14
Avg. volume 6M:   0.00
Avg. price 1Y:   8.64
Avg. volume 1Y:   0.00
Volatility 1M:   48.02%
Volatility 6M:   46.33%
Volatility 1Y:   48.42%
Volatility 3Y:   -