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DZ Bank Call 5.5 SHA 21.06.2024/  DE000DW3QH60  /

EUWAX
2024-06-03  6:09:11 PM Chg.-0.040 Bid6:28:13 PM Ask6:28:13 PM Underlying Strike price Expiration date Option type
0.440EUR -8.33% 0.420
Bid Size: 17,500		 -
Ask Size: -		 SCHAEFFLER AG INH. V... 5.50 - 2024-06-21 Call
 

Master data

WKN: DW3QH6
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHAEFFLER AG INH. VZO
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.34
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.43
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.43
Time value: 0.06
Break-even: 5.98
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.83
Theta: 0.00
Omega: 10.29
Rho: 0.00
 

Quote data

Open: 0.510
High: 0.510
Low: 0.410
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month  
+37.50%
3 Months
  -60.71%
YTD
  -12.00%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.970 0.320
6M High / 6M Low: 1.290 0.240
High (YTD): 2024-02-29 1.290
Low (YTD): 2024-05-02 0.300
52W High: 2024-02-29 1.290
52W Low: 2023-12-13 0.240
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   0.687
Avg. volume 6M:   80.645
Avg. price 1Y:   0.676
Avg. volume 1Y:   39.370
Volatility 1M:   375.02%
Volatility 6M:   227.48%
Volatility 1Y:   186.16%
Volatility 3Y:   -