OverviewChartNewsTraderScreen

DZ Bank Call 9 XCA 21.06.2024/  DE000DW3NRL6  /

Frankfurt Zert./DZB
2024-05-30  9:34:34 PM Chg.-0.070 Bid9:57:59 PM Ask9:57:59 PM Underlying Strike price Expiration date Option type
5.890EUR -1.17% 5.880
Bid Size: 5,000		 5.980
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: 2.44
Leverage: Yes

Calculated values

Fair value: 5.76
Intrinsic value: 5.74
Implied volatility: 1.69
Historic volatility: 0.18
Parity: 5.74
Time value: 0.29
Break-even: 15.03
Moneyness: 1.64
Premium: 0.02
Premium p.a.: 0.38
Spread abs.: 0.09
Spread %: 1.52%
Delta: 0.92
Theta: -0.02
Omega: 2.25
Rho: 0.00
 

Quote data

Open: 5.800
High: 5.910
Low: 5.760
Previous Close: 5.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.13%
1 Month  
+6.13%
3 Months  
+60.49%
YTD  
+45.43%
1 Year  
+137.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.920 5.890
1M High / 1M Low: 6.940 5.550
6M High / 6M Low: 6.940 3.180
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:   6.494
Avg. volume 1W:   0.000
Avg. price 1M:   6.461
Avg. volume 1M:   0.000
Avg. price 6M:   4.637
Avg. volume 6M:   0.000
Avg. price 1Y:   3.676
Avg. volume 1Y:   0.000
Volatility 1M:   58.93%
Volatility 6M:   50.06%
Volatility 1Y:   56.51%
Volatility 3Y:   -