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DZ Bank Call 84 SNW 21.06.2024/  DE000DW4X0D5  /

Frankfurt Zert./DZB
2024-06-04  9:34:52 PM Chg.-0.010 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.680EUR -1.45% 0.690
Bid Size: 8,000		 0.730
Ask Size: 8,000		 SANOFI SA INHABER ... 84.00 - 2024-06-21 Call
 

Master data

WKN: DW4X0D
Issuer: DZ Bank AG
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2024-06-21
Issue date: 2022-08-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.52
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.61
Implied volatility: 0.42
Historic volatility: 0.25
Parity: 0.61
Time value: 0.11
Break-even: 91.20
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 5.88%
Delta: 0.80
Theta: -0.07
Omega: 10.02
Rho: 0.03
 

Quote data

Open: 0.680
High: 0.800
Low: 0.650
Previous Close: 0.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.78%
1 Month
  -10.53%
3 Months  
+25.93%
YTD
  -22.73%
1 Year
  -61.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.490
1M High / 1M Low: 1.060 0.490
6M High / 6M Low: 1.410 0.350
High (YTD): 2024-01-10 1.410
Low (YTD): 2024-04-18 0.350
52W High: 2023-10-12 2.330
52W Low: 2024-04-18 0.350
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.744
Avg. volume 1M:   0.000
Avg. price 6M:   0.758
Avg. volume 6M:   0.000
Avg. price 1Y:   1.218
Avg. volume 1Y:   31.373
Volatility 1M:   247.20%
Volatility 6M:   191.90%
Volatility 1Y:   166.84%
Volatility 3Y:   -