DZ Bank Call 80 HBH 20.12.2024/  DE000DW81JN7  /

EUWAX
2024-06-11  6:09:47 PM Chg.-0.060 Bid8:34:00 PM Ask8:34:00 PM Underlying Strike price Expiration date Option type
0.770EUR -7.23% 0.770
Bid Size: 2,500
0.830
Ask Size: 2,500
HORNBACH HOLD.ST O.N... 80.00 - 2024-12-20 Call
 

Master data

WKN: DW81JN
Issuer: DZ Bank AG
Currency: EUR
Underlying: HORNBACH HOLD.ST O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.99
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 0.00
Time value: 0.89
Break-even: 88.90
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 7.23%
Delta: 0.58
Theta: -0.02
Omega: 5.22
Rho: 0.20
 

Quote data

Open: 0.830
High: 0.840
Low: 0.770
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.47%
1 Month  
+8.45%
3 Months  
+45.28%
YTD  
+37.50%
1 Year
  -31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.820
1M High / 1M Low: 0.890 0.670
6M High / 6M Low: 0.890 0.340
High (YTD): 2024-06-07 0.890
Low (YTD): 2024-02-05 0.340
52W High: 2023-07-04 1.310
52W Low: 2023-10-27 0.270
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   0.578
Avg. volume 6M:   0.000
Avg. price 1Y:   0.687
Avg. volume 1Y:   0.000
Volatility 1M:   122.49%
Volatility 6M:   140.26%
Volatility 1Y:   125.24%
Volatility 3Y:   -