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DZ Bank Call 30 COK 21.06.2024/  DE000DW36686  /

EUWAX
2024-05-23  6:13:15 PM Chg.-0.020 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
0.210EUR -8.70% 0.210
Bid Size: 17,500		 0.260
Ask Size: 17,500		 CANCOM SE O.N. 30.00 - 2024-06-21 Call
 

Master data

WKN: DW3668
Issuer: DZ Bank AG
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-06-21
Issue date: 2022-07-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.49
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.22
Implied volatility: 0.39
Historic volatility: 0.33
Parity: 0.22
Time value: 0.06
Break-even: 32.80
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 27.27%
Delta: 0.76
Theta: -0.02
Omega: 8.76
Rho: 0.02
 

Quote data

Open: 0.230
High: 0.230
Low: 0.200
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month  
+23.53%
3 Months  
+10.53%
YTD
  -38.24%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.230
1M High / 1M Low: 0.270 0.080
6M High / 6M Low: 0.340 0.046
High (YTD): 2024-01-25 0.300
Low (YTD): 2024-03-20 0.046
52W High: 2023-05-29 0.430
52W Low: 2024-03-20 0.046
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   16.129
Avg. price 1Y:   0.203
Avg. volume 1Y:   11.719
Volatility 1M:   485.82%
Volatility 6M:   310.61%
Volatility 1Y:   263.63%
Volatility 3Y:   -