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DZ Bank Call 300 BRYN 21.06.2024/  DE000DW5Q344  /

EUWAX
2024-06-05  8:07:43 AM Chg.-0.37 Bid9:07:18 AM Ask9:07:18 AM Underlying Strike price Expiration date Option type
10.26EUR -3.48% 10.23
Bid Size: 8,000		 -
Ask Size: -		 BERKSH. H.B NEW DL-,... 300.00 - 2024-06-21 Call
 

Master data

WKN: DW5Q34
Issuer: DZ Bank AG
Currency: EUR
Underlying: BERKSH. H.B NEW DL-,00333
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-06-21
Issue date: 2022-09-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.58
Leverage: Yes

Calculated values

Fair value: 8.08
Intrinsic value: 8.03
Implied volatility: 1.97
Historic volatility: 0.11
Parity: 8.03
Time value: 2.60
Break-even: 406.30
Moneyness: 1.27
Premium: 0.07
Premium p.a.: 3.14
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -1.43
Omega: 2.79
Rho: 0.09
 

Quote data

Open: 10.26
High: 10.26
Low: 10.26
Previous Close: 10.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.10%
1 Month  
+4.16%
3 Months  
+2.70%
YTD  
+65.75%
1 Year  
+94.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.75 9.48
1M High / 1M Low: 11.00 9.48
6M High / 6M Low: 11.60 5.94
High (YTD): 2024-04-04 11.60
Low (YTD): 2024-01-17 6.38
52W High: 2024-04-04 11.60
52W Low: 2023-10-27 4.89
Avg. price 1W:   10.13
Avg. volume 1W:   0.00
Avg. price 1M:   10.34
Avg. volume 1M:   0.00
Avg. price 6M:   9.24
Avg. volume 6M:   0.00
Avg. price 1Y:   7.79
Avg. volume 1Y:   0.00
Volatility 1M:   53.06%
Volatility 6M:   51.16%
Volatility 1Y:   53.27%
Volatility 3Y:   -