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DZ Bank Call 60 AI3A 21.06.2024/  DE000DW9ZYM1  /

EUWAX
2024-06-11  9:54:46 AM Chg.-0.060 Bid9:23:09 PM Ask9:23:09 PM Underlying Strike price Expiration date Option type
0.700EUR -7.89% 0.620
Bid Size: 10,000		 0.700
Ask Size: 10,000		 AMADEUS IT GRP SA EO... 60.00 - 2024-06-21 Call
 

Master data

WKN: DW9ZYM
Issuer: DZ Bank AG
Currency: EUR
Underlying: AMADEUS IT GRP SA EO 0,01
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2023-02-10
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.74
Implied volatility: 0.68
Historic volatility: 0.21
Parity: 0.74
Time value: 0.06
Break-even: 68.00
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.08
Spread %: 11.11%
Delta: 0.87
Theta: -0.09
Omega: 7.29
Rho: 0.01
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+100.00%
3 Months  
+288.89%
YTD
  -14.63%
1 Year
  -41.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.650
1M High / 1M Low: 0.840 0.380
6M High / 6M Low: 0.880 0.110
High (YTD): 2024-01-26 0.880
Low (YTD): 2024-04-16 0.110
52W High: 2023-06-16 1.420
52W Low: 2024-04-16 0.110
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   0.650
Avg. volume 1Y:   0.000
Volatility 1M:   233.84%
Volatility 6M:   225.13%
Volatility 1Y:   182.65%
Volatility 3Y:   -