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DZ Bank Call 370 BRYN 21.06.2024/  DE000DW5Q4B9  /

EUWAX
2024-06-05  8:07:45 AM Chg.-0.38 Bid9:44:02 AM Ask9:44:02 AM Underlying Strike price Expiration date Option type
3.86EUR -8.96% 3.76
Bid Size: 8,000		 -
Ask Size: -		 BERKSH. H.B NEW DL-,... 370.00 - 2024-06-21 Call
 

Master data

WKN: DW5Q4B
Issuer: DZ Bank AG
Currency: EUR
Underlying: BERKSH. H.B NEW DL-,00333
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2024-06-21
Issue date: 2022-09-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.88
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.63
Implied volatility: 1.25
Historic volatility: 0.11
Parity: 0.63
Time value: 3.61
Break-even: 412.40
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 7.06
Spread abs.: 0.49
Spread %: 13.07%
Delta: 0.58
Theta: -1.22
Omega: 5.15
Rho: 0.08
 

Quote data

Open: 3.86
High: 3.86
Low: 3.86
Previous Close: 4.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.38%
1 Month  
+10.60%
3 Months     0.00%
YTD  
+208.80%
1 Year  
+175.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.33 3.06
1M High / 1M Low: 4.61 3.06
6M High / 6M Low: 5.36 1.16
High (YTD): 2024-02-26 5.36
Low (YTD): 2024-01-18 1.29
52W High: 2024-02-26 5.36
52W Low: 2023-10-27 1.00
Avg. price 1W:   3.72
Avg. volume 1W:   0.00
Avg. price 1M:   3.93
Avg. volume 1M:   0.00
Avg. price 6M:   3.32
Avg. volume 6M:   0.00
Avg. price 1Y:   2.56
Avg. volume 1Y:   0.00
Volatility 1M:   144.01%
Volatility 6M:   136.24%
Volatility 1Y:   127.36%
Volatility 3Y:   -