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DZ Bank Call 8.5 PAT 21.06.2024/  DE000DW6UCR3  /

EUWAX
2024-04-26  5:07:01 PM Chg.+0.070 Bid5:20:40 PM Ask5:20:40 PM Underlying Strike price Expiration date Option type
0.340EUR +25.93% 0.350
Bid Size: 12,000		 0.410
Ask Size: 12,000		 PATRIZIA SE NA O.N. 8.50 - 2024-06-21 Call
 

Master data

WKN: DW6UCR
Issuer: DZ Bank AG
Currency: EUR
Underlying: PATRIZIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 2024-06-21
Issue date: 2022-10-24
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.86
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.42
Parity: -0.64
Time value: 0.44
Break-even: 8.94
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 1.31
Spread abs.: 0.18
Spread %: 69.23%
Delta: 0.41
Theta: -0.01
Omega: 7.30
Rho: 0.00
 

Quote data

Open: 0.290
High: 0.350
Low: 0.290
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.00%
1 Month
  -56.41%
3 Months
  -46.88%
YTD
  -67.62%
1 Year
  -85.02%
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.270
1M High / 1M Low: 0.900 0.270
6M High / 6M Low: 1.280 0.270
High (YTD): 2024-01-12 0.970
Low (YTD): 2024-04-25 0.270
52W High: 2023-07-07 3.860
52W Low: 2024-04-25 0.270
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.604
Avg. volume 1M:   0.000
Avg. price 6M:   0.704
Avg. volume 6M:   0.000
Avg. price 1Y:   1.344
Avg. volume 1Y:   0.000
Volatility 1M:   205.52%
Volatility 6M:   245.00%
Volatility 1Y:   193.78%
Volatility 3Y:   -