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DZ Bank Call 18 AAG/D 20.12.2024/  DE000DW807L5  /

EUWAX
2024-06-03  8:09:42 AM Chg.-0.020 Bid12:00:25 PM Ask12:00:25 PM Underlying Strike price Expiration date Option type
0.250EUR -7.41% 0.270
Bid Size: 25,000		 0.300
Ask Size: 25,000		 AUMANN AG INH O.N. 18.00 - 2024-12-20 Call
 

Master data

WKN: DW807L
Issuer: DZ Bank AG
Currency: EUR
Underlying: AUMANN AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.58
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.04
Implied volatility: 0.55
Historic volatility: 0.35
Parity: 0.04
Time value: 0.29
Break-even: 21.30
Moneyness: 1.02
Premium: 0.16
Premium p.a.: 0.31
Spread abs.: 0.09
Spread %: 37.50%
Delta: 0.62
Theta: -0.01
Omega: 3.46
Rho: 0.04
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.05%
1 Month  
+13.64%
3 Months  
+25.00%
YTD
  -30.56%
1 Year  
+13.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.200
1M High / 1M Low: 0.270 0.160
6M High / 6M Low: 0.360 0.140
High (YTD): 2024-01-02 0.340
Low (YTD): 2024-03-18 0.140
52W High: 2023-12-29 0.360
52W Low: 2023-10-30 0.070
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   508.065
Avg. price 1Y:   0.207
Avg. volume 1Y:   248.031
Volatility 1M:   252.11%
Volatility 6M:   181.45%
Volatility 1Y:   166.25%
Volatility 3Y:   -