DZ Bank Call 35 F3C 20.12.2024/  DE000DW83VM0  /

EUWAX
2024-06-03  8:16:06 AM Chg.- Bid8:01:05 AM Ask8:01:05 AM Underlying Strike price Expiration date Option type
0.100EUR - 0.100
Bid Size: 37,500
0.150
Ask Size: 37,500
SFC ENERGY AG 35.00 - 2024-12-20 Call
 

Master data

WKN: DW83VM
Issuer: DZ Bank AG
Currency: EUR
Underlying: SFC ENERGY AG
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.22
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.39
Parity: -1.23
Time value: 0.16
Break-even: 36.60
Moneyness: 0.65
Premium: 0.61
Premium p.a.: 1.38
Spread abs.: 0.06
Spread %: 60.00%
Delta: 0.29
Theta: -0.01
Omega: 4.05
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month  
+100.00%
3 Months  
+100.00%
YTD
  -37.50%
1 Year
  -83.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.190 0.060
6M High / 6M Low: 0.210 0.038
High (YTD): 2024-05-21 0.190
Low (YTD): 2024-03-06 0.038
52W High: 2023-06-15 0.620
52W Low: 2024-03-06 0.038
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   0.212
Avg. volume 1Y:   9.804
Volatility 1M:   318.04%
Volatility 6M:   262.10%
Volatility 1Y:   209.98%
Volatility 3Y:   -