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DZ Bank Call 14 AAG/D 20.12.2024/  DE000DW8NNS9  /

EUWAX
2024-06-03  8:19:31 AM Chg.-0.020 Bid12:00:25 PM Ask12:00:25 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% 0.510
Bid Size: 25,000		 0.550
Ask Size: 25,000		 AUMANN AG INH O.N. 14.00 - 2024-12-20 Call
 

Master data

WKN: DW8NNS
Issuer: DZ Bank AG
Currency: EUR
Underlying: AUMANN AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.44
Implied volatility: 0.61
Historic volatility: 0.35
Parity: 0.44
Time value: 0.14
Break-even: 19.80
Moneyness: 1.31
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.12
Spread %: 26.09%
Delta: 0.81
Theta: -0.01
Omega: 2.57
Rho: 0.05
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.95%
1 Month  
+8.89%
3 Months  
+32.43%
YTD
  -20.97%
1 Year  
+36.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.420
1M High / 1M Low: 0.510 0.350
6M High / 6M Low: 0.620 0.300
High (YTD): 2024-01-02 0.560
Low (YTD): 2024-03-15 0.300
52W High: 2023-12-29 0.620
52W Low: 2023-10-30 0.170
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   33.333
Avg. price 6M:   0.433
Avg. volume 6M:   31.855
Avg. price 1Y:   0.376
Avg. volume 1Y:   15.551
Volatility 1M:   152.43%
Volatility 6M:   119.33%
Volatility 1Y:   123.32%
Volatility 3Y:   -