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DZ Bank Call 35 FPE3 21.06.2024/  DE000DW3NWP7  /

Frankfurt Zert./DZB
2024-05-02  1:08:38 PM Chg.-0.050 Bid1:12:46 PM Ask1:12:46 PM Underlying Strike price Expiration date Option type
0.800EUR -5.88% 0.780
Bid Size: 75,000		 0.810
Ask Size: 75,000		 FUCHS SE VZO NA O.N... 35.00 EUR 2024-06-21 Call
 

Master data

WKN: DW3NWP
Issuer: DZ Bank AG
Currency: EUR
Underlying: FUCHS SE VZO NA O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.71
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.88
Implied volatility: 0.47
Historic volatility: 0.21
Parity: 0.88
Time value: 0.05
Break-even: 44.30
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 10.71%
Delta: 0.92
Theta: -0.01
Omega: 4.34
Rho: 0.04
 

Quote data

Open: 0.850
High: 0.850
Low: 0.780
Previous Close: 0.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -24.53%
3 Months  
+33.33%
YTD  
+23.08%
1 Year  
+110.53%
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.780
1M High / 1M Low: 1.160 0.780
6M High / 6M Low: 1.160 0.460
High (YTD): 2024-04-05 1.160
Low (YTD): 2024-01-05 0.460
52W High: 2024-04-05 1.160
52W Low: 2023-06-28 0.260
Avg. price 1W:   0.843
Avg. volume 1W:   0.000
Avg. price 1M:   0.983
Avg. volume 1M:   0.000
Avg. price 6M:   0.699
Avg. volume 6M:   .806
Avg. price 1Y:   0.550
Avg. volume 1Y:   .391
Volatility 1M:   71.74%
Volatility 6M:   108.15%
Volatility 1Y:   135.30%
Volatility 3Y:   -