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DZ Bank Call 84 NDA 21.06.2024/  DE000DW3NMF9  /

EUWAX
22/05/2024  18:14:00 Chg.-0.079 Bid07:23:39 Ask07:23:39 Underlying Strike price Expiration date Option type
0.021EUR -79.00% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 84.00 - 21/06/2024 Call
 

Master data

WKN: DW3NMF
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 21/06/2024
Issue date: 27/06/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 70.82
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.33
Parity: -0.61
Time value: 0.11
Break-even: 85.10
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 1.93
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.25
Theta: -0.04
Omega: 17.68
Rho: 0.02
 

Quote data

Open: 0.080
High: 0.080
Low: 0.021
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.69%
1 Month
  -65.00%
3 Months  
+2000.00%
YTD
  -93.23%
1 Year
  -97.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.021
1M High / 1M Low: 0.120 0.001
6M High / 6M Low: 0.540 0.001
High (YTD): 02/01/2024 0.230
Low (YTD): 09/05/2024 0.001
52W High: 15/06/2023 1.250
52W Low: 09/05/2024 0.001
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   114.984
Avg. price 1Y:   0.416
Avg. volume 1Y:   88.605
Volatility 1M:   10,461.33%
Volatility 6M:   6,257.87%
Volatility 1Y:   4,423.59%
Volatility 3Y:   -