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DZ Bank Call 36 F3C 20.12.2024/  DE000DW83VN8  /

EUWAX
2024-06-10  8:15:47 AM Chg.0.000 Bid9:16:41 AM Ask9:16:41 AM Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.080
Bid Size: 150,000		 0.100
Ask Size: 150,000		 SFC ENERGY AG 36.00 - 2024-12-20 Call
 

Master data

WKN: DW83VN
Issuer: DZ Bank AG
Currency: EUR
Underlying: SFC ENERGY AG
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.50
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.39
Parity: -1.38
Time value: 0.12
Break-even: 37.20
Moneyness: 0.62
Premium: 0.68
Premium p.a.: 1.65
Spread abs.: 0.06
Spread %: 100.00%
Delta: 0.24
Theta: -0.01
Omega: 4.38
Rho: 0.02
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -9.09%
3 Months  
+45.83%
YTD
  -53.33%
1 Year
  -86.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.060
1M High / 1M Low: 0.180 0.060
6M High / 6M Low: 0.180 0.032
High (YTD): 2024-05-21 0.180
Low (YTD): 2024-03-06 0.032
52W High: 2023-06-15 0.600
52W Low: 2024-03-06 0.032
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   16.129
Avg. price 1Y:   0.191
Avg. volume 1Y:   15.748
Volatility 1M:   354.45%
Volatility 6M:   286.24%
Volatility 1Y:   227.73%
Volatility 3Y:   -