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DZ Bank Call 60 BSN 21.06.2024/  DE000DW3JC64  /

Frankfurt Zert./DZB
2024-06-04  11:04:31 AM Chg.+0.015 Bid11:34:38 AM Ask11:34:38 AM Underlying Strike price Expiration date Option type
0.061EUR +32.61% 0.066
Bid Size: 100,000		 0.076
Ask Size: 100,000		 DANONE S.A. EO -,25 60.00 - 2024-06-21 Call
 

Master data

WKN: DW3JC6
Issuer: DZ Bank AG
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 88.42
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.13
Parity: -0.08
Time value: 0.07
Break-even: 60.67
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 42.55%
Delta: 0.40
Theta: -0.03
Omega: 35.44
Rho: 0.01
 

Quote data

Open: 0.049
High: 0.061
Low: 0.049
Previous Close: 0.046
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+45.24%
1 Month  
+19.61%
3 Months
  -53.08%
YTD
  -70.95%
1 Year
  -79.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.035
1M High / 1M Low: 0.120 0.035
6M High / 6M Low: 0.390 0.034
High (YTD): 2024-01-29 0.390
Low (YTD): 2024-04-30 0.034
52W High: 2024-01-29 0.390
52W Low: 2024-04-30 0.034
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   0.000
Volatility 1M:   295.10%
Volatility 6M:   293.26%
Volatility 1Y:   244.02%
Volatility 3Y:   -