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DZ Bank Call 9 XCA 21.06.2024/  DE000DW3NRL6  /

Frankfurt Zert./DZB
23/05/2024  14:35:03 Chg.-0.060 Bid15:01:07 Ask15:01:07 Underlying Strike price Expiration date Option type
6.720EUR -0.88% 6.740
Bid Size: 50,000		 6.760
Ask Size: 50,000		 CREDIT AGRICOLE INH.... 9.00 - 21/06/2024 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: 21/06/2024
Issue date: 27/06/2022
Last trading day: 20/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 6.74
Intrinsic value: 6.72
Implied volatility: 1.37
Historic volatility: 0.19
Parity: 6.72
Time value: 0.18
Break-even: 15.89
Moneyness: 1.75
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.10
Spread %: 1.47%
Delta: 0.95
Theta: -0.01
Omega: 2.17
Rho: 0.01
 

Quote data

Open: 6.740
High: 6.750
Low: 6.670
Previous Close: 6.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.36%
1 Month  
+22.85%
3 Months  
+82.61%
YTD  
+65.93%
1 Year  
+124.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.940 6.630
1M High / 1M Low: 6.940 5.470
6M High / 6M Low: 6.940 2.950
High (YTD): 17/05/2024 6.940
Low (YTD): 13/02/2024 3.300
52W High: 17/05/2024 6.940
52W Low: 23/06/2023 2.080
Avg. price 1W:   6.818
Avg. volume 1W:   0.000
Avg. price 1M:   6.228
Avg. volume 1M:   0.000
Avg. price 6M:   4.479
Avg. volume 6M:   0.000
Avg. price 1Y:   3.589
Avg. volume 1Y:   0.000
Volatility 1M:   29.06%
Volatility 6M:   46.36%
Volatility 1Y:   58.10%
Volatility 3Y:   -