OverviewChartNewsTraderScreen

DZ Bank Call 68 NDA 21.06.2024/  DE000DW3UCF5  /

Frankfurt Zert./DZB
2024-05-23  9:04:55 AM Chg.+0.010 Bid9:29:53 AM Ask9:29:53 AM Underlying Strike price Expiration date Option type
0.730EUR +1.39% 0.690
Bid Size: 30,000		 0.710
Ask Size: 30,000		 AURUBIS AG 68.00 - 2024-06-21 Call
 

Master data

WKN: DW3UCF
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-06-21
Issue date: 2022-07-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.86
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.99
Implied volatility: 0.86
Historic volatility: 0.33
Parity: 0.99
Time value: 0.34
Break-even: 81.30
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.68
Spread abs.: 0.09
Spread %: 7.26%
Delta: 0.75
Theta: -0.11
Omega: 4.42
Rho: 0.04
 

Quote data

Open: 0.720
High: 0.730
Low: 0.720
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.51%
1 Month  
+4.29%
3 Months  
+421.43%
YTD
  -29.81%
1 Year
  -51.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.720
1M High / 1M Low: 1.240 0.330
6M High / 6M Low: 1.380 0.069
High (YTD): 2024-05-20 1.240
Low (YTD): 2024-03-05 0.069
52W High: 2023-07-31 2.230
52W Low: 2024-03-05 0.069
Avg. price 1W:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   1.047
Avg. volume 1Y:   58.594
Volatility 1M:   357.68%
Volatility 6M:   261.53%
Volatility 1Y:   207.71%
Volatility 3Y:   -