OverviewChartNewsTraderScreen

DZ Bank Call 140 DB1 20.09.2024/  DE000DW6T9E8  /

Frankfurt Zert./DZB
2024-07-05  3:04:43 PM Chg.-0.290 Bid3:12:33 PM Ask3:12:33 PM Underlying Strike price Expiration date Option type
4.910EUR -5.58% 4.940
Bid Size: 30,000		 4.960
Ask Size: 30,000		 DEUTSCHE BOERSE NA O... 140.00 - 2024-09-20 Call
 

Master data

WKN: DW6T9E
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-09-20
Issue date: 2022-10-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 5.13
Intrinsic value: 5.02
Implied volatility: 0.55
Historic volatility: 0.15
Parity: 5.02
Time value: 0.31
Break-even: 193.30
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 1.91%
Delta: 0.92
Theta: -0.06
Omega: 3.27
Rho: 0.26
 

Quote data

Open: 5.230
High: 5.230
Low: 4.900
Previous Close: 5.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.40%
1 Month
  -1.80%
3 Months  
+1.66%
YTD  
+0.20%
1 Year  
+33.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.240 5.190
1M High / 1M Low: 5.540 4.300
6M High / 6M Low: 5.550 4.030
High (YTD): 2024-02-29 5.550
Low (YTD): 2024-05-29 4.030
52W High: 2024-02-29 5.550
52W Low: 2023-10-27 2.310
Avg. price 1W:   5.210
Avg. volume 1W:   0.000
Avg. price 1M:   5.090
Avg. volume 1M:   0.000
Avg. price 6M:   4.857
Avg. volume 6M:   0.000
Avg. price 1Y:   4.143
Avg. volume 1Y:   0.000
Volatility 1M:   65.43%
Volatility 6M:   61.03%
Volatility 1Y:   62.36%
Volatility 3Y:   -