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DZ Bank Call 360 BRYN 21.06.2024/  DE000DW5Q4A1  /

EUWAX
2024-06-05  8:07:45 AM Chg.-0.38 Bid4:07:11 PM Ask4:07:11 PM Underlying Strike price Expiration date Option type
4.77EUR -7.38% 4.39
Bid Size: 15,000		 -
Ask Size: -		 BERKSH. H.B NEW DL-,... 360.00 - 2024-06-21 Call
 

Master data

WKN: DW5Q4A
Issuer: DZ Bank AG
Currency: EUR
Underlying: BERKSH. H.B NEW DL-,00333
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2024-06-21
Issue date: 2022-09-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.08
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.63
Implied volatility: 1.22
Historic volatility: 0.11
Parity: 1.63
Time value: 3.03
Break-even: 406.60
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 4.84
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.62
Theta: -1.17
Omega: 5.01
Rho: 0.08
 

Quote data

Open: 4.77
High: 4.77
Low: 4.77
Previous Close: 5.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.63%
1 Month  
+9.15%
3 Months  
+1.92%
YTD  
+169.49%
1 Year  
+163.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.24 3.96
1M High / 1M Low: 5.52 3.96
6M High / 6M Low: 6.22 1.64
High (YTD): 2024-02-26 6.22
Low (YTD): 2024-01-18 1.81
52W High: 2024-02-26 6.22
52W Low: 2023-10-27 1.35
Avg. price 1W:   4.63
Avg. volume 1W:   0.00
Avg. price 1M:   4.84
Avg. volume 1M:   0.00
Avg. price 6M:   4.09
Avg. volume 6M:   0.00
Avg. price 1Y:   3.20
Avg. volume 1Y:   0.00
Volatility 1M:   116.07%
Volatility 6M:   112.88%
Volatility 1Y:   108.88%
Volatility 3Y:   -