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DZ Bank Call 9.5 XCA 21.06.2024/  DE000DW3NRM4  /

Frankfurt Zert./DZB
2024-05-23  2:05:04 PM Chg.-0.060 Bid2:12:29 PM Ask2:12:29 PM Underlying Strike price Expiration date Option type
6.220EUR -0.96% 6.210
Bid Size: 50,000		 6.230
Ask Size: 50,000		 CREDIT AGRICOLE INH.... 9.50 - 2024-06-21 Call
 

Master data

WKN: DW3NRM
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 6.24
Intrinsic value: 6.22
Implied volatility: 1.26
Historic volatility: 0.19
Parity: 6.22
Time value: 0.18
Break-even: 15.89
Moneyness: 1.65
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.10
Spread %: 1.59%
Delta: 0.95
Theta: -0.01
Omega: 2.33
Rho: 0.01
 

Quote data

Open: 6.230
High: 6.250
Low: 6.170
Previous Close: 6.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.47%
1 Month  
+25.40%
3 Months  
+94.98%
YTD  
+74.23%
1 Year  
+149.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.440 6.130
1M High / 1M Low: 6.440 4.960
6M High / 6M Low: 6.440 2.490
High (YTD): 2024-05-17 6.440
Low (YTD): 2024-02-13 2.810
52W High: 2024-05-17 6.440
52W Low: 2023-06-26 1.720
Avg. price 1W:   6.318
Avg. volume 1W:   0.000
Avg. price 1M:   5.727
Avg. volume 1M:   0.000
Avg. price 6M:   3.988
Avg. volume 6M:   0.000
Avg. price 1Y:   3.137
Avg. volume 1Y:   0.000
Volatility 1M:   31.39%
Volatility 6M:   52.42%
Volatility 1Y:   64.37%
Volatility 3Y:   -