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DZ Bank Call 9 XCA 21.06.2024/  DE000DW3NRL6  /

Frankfurt Zert./DZB
2024-06-05  9:34:42 PM Chg.-0.220 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
5.550EUR -3.81% 5.570
Bid Size: 5,000		 5.670
Ask Size: 5,000		 CREDIT AGRICOLE INH.... 9.00 - 2024-06-21 Call
 

Master data

WKN: DW3NRL
Issuer: DZ Bank AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 5.73
Intrinsic value: 5.72
Implied volatility: 1.65
Historic volatility: 0.18
Parity: 5.72
Time value: 0.15
Break-even: 14.87
Moneyness: 1.64
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.10
Spread %: 1.73%
Delta: 0.95
Theta: -0.02
Omega: 2.37
Rho: 0.00
 

Quote data

Open: 5.780
High: 5.780
Low: 5.550
Previous Close: 5.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.88%
1 Month
  -4.64%
3 Months  
+50.82%
YTD  
+37.04%
1 Year  
+124.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.960 5.770
1M High / 1M Low: 6.940 5.770
6M High / 6M Low: 6.940 3.300
High (YTD): 2024-05-17 6.940
Low (YTD): 2024-02-13 3.300
52W High: 2024-05-17 6.940
52W Low: 2023-06-23 2.080
Avg. price 1W:   5.870
Avg. volume 1W:   0.000
Avg. price 1M:   6.482
Avg. volume 1M:   0.000
Avg. price 6M:   4.699
Avg. volume 6M:   0.000
Avg. price 1Y:   3.715
Avg. volume 1Y:   0.000
Volatility 1M:   56.45%
Volatility 6M:   49.92%
Volatility 1Y:   55.45%
Volatility 3Y:   -