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DZ Bank Call 84 NDA 21.06.2024/  DE000DW3NMF9  /

EUWAX
2024-05-24  1:16:51 PM Chg.+0.010 Bid1:23:44 PM Ask1:23:44 PM Underlying Strike price Expiration date Option type
0.026EUR +62.50% 0.025
Bid Size: 30,000		 0.050
Ask Size: 30,000		 AURUBIS AG 84.00 - 2024-06-21 Call
 

Master data

WKN: DW3NMF
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 149.20
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.33
Parity: -0.94
Time value: 0.05
Break-even: 84.50
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 4.08
Spread abs.: 0.04
Spread %: 316.67%
Delta: 0.14
Theta: -0.03
Omega: 20.40
Rho: 0.01
 

Quote data

Open: 0.013
High: 0.026
Low: 0.013
Previous Close: 0.016
Turnover: 37.180
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -71.11%
1 Month
  -62.32%
3 Months  
+2500.00%
YTD
  -91.61%
1 Year
  -96.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.016
1M High / 1M Low: 0.120 0.001
6M High / 6M Low: 0.540 0.001
High (YTD): 2024-01-02 0.230
Low (YTD): 2024-05-09 0.001
52W High: 2023-06-15 1.250
52W Low: 2024-05-09 0.001
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   114.984
Avg. price 1Y:   0.413
Avg. volume 1Y:   88.605
Volatility 1M:   10,471.08%
Volatility 6M:   6,258.50%
Volatility 1Y:   4,423.75%
Volatility 3Y:   -