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DZ Bank Call 68 NDA 21.06.2024/  DE000DW3UCF5  /

EUWAX
2024-05-23  8:24:24 AM Chg.-0.010 Bid8:27:51 AM Ask8:27:51 AM Underlying Strike price Expiration date Option type
0.720EUR -1.37% 0.720
Bid Size: 10,500		 0.770
Ask Size: 10,500		 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: 0.720
Low: 0.720
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.00%
1 Month  
+5.88%
3 Months  
+380.00%
YTD
  -31.43%
1 Year
  -52.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 0.730
1M High / 1M Low: 1.220 0.330
6M High / 6M Low: 1.400 0.073
High (YTD): 2024-05-20 1.220
Low (YTD): 2024-03-05 0.073
52W High: 2023-07-31 2.230
52W Low: 2024-03-05 0.073
Avg. price 1W:   1.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   0.625
Avg. volume 6M:   4.032
Avg. price 1Y:   1.047
Avg. volume 1Y:   29.297
Volatility 1M:   362.42%
Volatility 6M:   244.54%
Volatility 1Y:   196.01%
Volatility 3Y:   -