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DZ Bank Call 60 BSN 21.06.2024/  DE000DW3JC64  /

EUWAX
2024-06-04  9:07:23 AM Chg.-0.021 Bid10:35:48 AM Ask10:35:48 AM Underlying Strike price Expiration date Option type
0.045EUR -31.82% 0.052
Bid Size: 100,000		 0.062
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: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.066
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.73%
1 Month  
+21.62%
3 Months
  -65.38%
YTD
  -78.57%
1 Year
  -85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.038
1M High / 1M Low: 0.120 0.038
6M High / 6M Low: 0.390 0.037
High (YTD): 2024-01-19 0.390
Low (YTD): 2024-05-03 0.037
52W High: 2024-01-19 0.390
52W Low: 2024-05-03 0.037
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.186
Avg. volume 1Y:   0.000
Volatility 1M:   325.41%
Volatility 6M:   269.13%
Volatility 1Y:   231.92%
Volatility 3Y:   -