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DZ Bank Call 65 NDA 21.06.2024/  DE000DW3UCE8  /

Frankfurt Zert./DZB
2024-05-23  10:34:35 AM Chg.+0.020 Bid10:59:23 AM Ask10:59:23 AM Underlying Strike price Expiration date Option type
0.970EUR +2.11% 1.000
Bid Size: 30,000		 1.020
Ask Size: 30,000		 AURUBIS AG 65.00 - 2024-06-21 Call
 

Master data

WKN: DW3UCE
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-06-21
Issue date: 2022-07-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.34
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.92
Implied volatility: 0.47
Historic volatility: 0.33
Parity: 0.92
Time value: 0.10
Break-even: 75.10
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 6.32%
Delta: 0.86
Theta: -0.04
Omega: 6.31
Rho: 0.04
 

Quote data

Open: 0.950
High: 0.970
Low: 0.900
Previous Close: 0.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.83%
1 Month  
+6.59%
3 Months  
+321.74%
YTD
  -21.77%
1 Year
  -41.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.500 0.950
1M High / 1M Low: 1.500 0.500
6M High / 6M Low: 1.610 0.130
High (YTD): 2024-05-20 1.500
Low (YTD): 2024-03-05 0.130
52W High: 2023-07-31 2.460
52W Low: 2024-03-05 0.130
Avg. price 1W:   1.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.970
Avg. volume 1M:   489.524
Avg. price 6M:   0.792
Avg. volume 6M:   257.097
Avg. price 1Y:   1.225
Avg. volume 1Y:   124.531
Volatility 1M:   302.69%
Volatility 6M:   220.95%
Volatility 1Y:   179.38%
Volatility 3Y:   -