DZ Bank Call 60 BAYN 20.09.2024/  DE000DW5QU38  /

Frankfurt Zert./DZB
2024-09-06  9:34:46 PM Chg.0.000 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 15,000
0.021
Ask Size: 15,000
BAYER AG NA O.N. 60.00 - 2024-09-20 Call
 

Master data

WKN: DW5QU3
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-20
Issue date: 2022-09-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 137.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.10
Historic volatility: 0.34
Parity: -3.11
Time value: 0.02
Break-even: 60.21
Moneyness: 0.48
Premium: 1.08
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 2,000.00%
Delta: 0.05
Theta: -0.05
Omega: 6.94
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -94.44%
1 Year
  -99.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.001 0.001
High (YTD): 2024-01-04 0.024
Low (YTD): 2024-09-06 0.001
52W High: 2023-09-11 0.210
52W Low: 2024-09-06 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.001
Avg. volume 6M:   0.000
Avg. price 1Y:   0.015
Avg. volume 1Y:   588.235
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   479.87%
Volatility 3Y:   -