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DZ Bank Call 155 DB1 20.09.2024/  DE000DW5SJ49  /

Frankfurt Zert./DZB
2024-07-26  9:34:33 PM Chg.+0.020 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
3.470EUR +0.58% 3.470
Bid Size: 3,300		 3.570
Ask Size: 3,300		 DEUTSCHE BOERSE NA O... 155.00 - 2024-09-20 Call
 

Master data

WKN: DW5SJ4
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-09-20
Issue date: 2022-09-22
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.35
Leverage: Yes

Calculated values

Fair value: 3.40
Intrinsic value: 3.32
Implied volatility: 0.39
Historic volatility: 0.15
Parity: 3.32
Time value: 0.21
Break-even: 190.20
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.10
Spread %: 2.92%
Delta: 0.92
Theta: -0.05
Omega: 4.89
Rho: 0.21
 

Quote data

Open: 3.420
High: 3.620
Low: 3.370
Previous Close: 3.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.20%
1 Month
  -11.70%
3 Months  
+20.91%
YTD
  -1.98%
1 Year  
+32.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.820 3.330
1M High / 1M Low: 4.080 3.320
6M High / 6M Low: 4.110 2.610
High (YTD): 2024-02-29 4.110
Low (YTD): 2024-05-14 2.610
52W High: 2024-02-29 4.110
52W Low: 2023-10-27 1.350
Avg. price 1W:   3.532
Avg. volume 1W:   0.000
Avg. price 1M:   3.628
Avg. volume 1M:   0.000
Avg. price 6M:   3.427
Avg. volume 6M:   0.000
Avg. price 1Y:   2.934
Avg. volume 1Y:   0.000
Volatility 1M:   89.62%
Volatility 6M:   87.76%
Volatility 1Y:   83.36%
Volatility 3Y:   -