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DZ Bank Call 20 F3C 20.12.2024/  DE000DW99VF0  /

Frankfurt Zert./DZB
2024-06-04  9:35:00 PM Chg.-0.080 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.460EUR -14.81% 0.460
Bid Size: 15,000		 0.520
Ask Size: 15,000		 SFC ENERGY AG 20.00 - 2024-12-20 Call
 

Master data

WKN: DW99VF
Issuer: DZ Bank AG
Currency: EUR
Underlying: SFC ENERGY AG
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-02-24
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.29
Implied volatility: 0.69
Historic volatility: 0.39
Parity: 0.29
Time value: 0.33
Break-even: 26.10
Moneyness: 1.14
Premium: 0.14
Premium p.a.: 0.28
Spread abs.: 0.06
Spread %: 10.91%
Delta: 0.71
Theta: -0.01
Omega: 2.66
Rho: 0.06
 

Quote data

Open: 0.560
High: 0.580
Low: 0.460
Previous Close: 0.540
Turnover: 1,060
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.13%
1 Month  
+24.32%
3 Months  
+70.37%
YTD
  -8.00%
1 Year
  -56.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.540
1M High / 1M Low: 0.710 0.380
6M High / 6M Low: 0.710 0.250
High (YTD): 2024-05-20 0.710
Low (YTD): 2024-03-05 0.250
52W High: 2023-06-15 1.090
52W Low: 2024-03-05 0.250
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.555
Avg. volume 1M:   214.286
Avg. price 6M:   0.407
Avg. volume 6M:   116.800
Avg. price 1Y:   0.565
Avg. volume 1Y:   60.196
Volatility 1M:   153.89%
Volatility 6M:   119.06%
Volatility 1Y:   108.54%
Volatility 3Y:   -