DZ Bank Call 8.5 ZIL 20.12.2024/  DE000DW81D24  /

EUWAX
2024-06-07  6:09:47 PM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% -
Bid Size: -
-
Ask Size: -
ELRINGKLINGER AG 8.50 - 2024-12-20 Call
 

Master data

WKN: DW81D2
Issuer: DZ Bank AG
Currency: EUR
Underlying: ELRINGKLINGER AG
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 41.07
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -2.75
Time value: 0.14
Break-even: 8.64
Moneyness: 0.68
Premium: 0.50
Premium p.a.: 1.14
Spread abs.: 0.06
Spread %: 75.00%
Delta: 0.16
Theta: 0.00
Omega: 6.70
Rho: 0.00
 

Quote data

Open: 0.090
High: 0.090
Low: 0.080
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -42.86%
3 Months
  -46.67%
YTD
  -65.22%
1 Year
  -95.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.080
1M High / 1M Low: 0.240 0.080
6M High / 6M Low: 0.570 0.080
High (YTD): 2024-04-09 0.570
Low (YTD): 2024-06-07 0.080
52W High: 2023-06-14 2.220
52W Low: 2024-06-07 0.080
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   0.544
Avg. volume 1Y:   0.000
Volatility 1M:   262.95%
Volatility 6M:   245.07%
Volatility 1Y:   201.52%
Volatility 3Y:   -