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DZ Bank Call 95 WCH 20.12.2024/  DE000DW9K5S2  /

Frankfurt Zert./DZB
2024-05-31  9:35:15 PM Chg.-0.010 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
1.000EUR -0.99% 1.010
Bid Size: 3,500		 1.070
Ask Size: 3,500		 WACKER CHEMIE ... 95.00 - 2024-12-20 Call
 

Master data

WKN: DW9K5S
Issuer: DZ Bank AG
Currency: EUR
Underlying: WACKER CHEMIE O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-12-20
Issue date: 2023-01-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 9.52
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 0.69
Implied volatility: 0.18
Historic volatility: 0.34
Parity: 0.69
Time value: 0.38
Break-even: 105.70
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 5.94%
Delta: 0.78
Theta: -0.02
Omega: 7.39
Rho: 0.38
 

Quote data

Open: 1.010
High: 1.020
Low: 0.990
Previous Close: 1.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.04%
1 Month  
+6.38%
3 Months
  -2.91%
YTD
  -20.00%
1 Year
  -36.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.970
1M High / 1M Low: 1.110 0.920
6M High / 6M Low: 1.270 0.690
High (YTD): 2024-04-08 1.270
Low (YTD): 2024-01-17 0.690
52W High: 2023-07-13 1.590
52W Low: 2024-01-17 0.690
Avg. price 1W:   1.030
Avg. volume 1W:   0.000
Avg. price 1M:   1.000
Avg. volume 1M:   0.000
Avg. price 6M:   1.025
Avg. volume 6M:   0.000
Avg. price 1Y:   1.226
Avg. volume 1Y:   0.000
Volatility 1M:   87.60%
Volatility 6M:   87.25%
Volatility 1Y:   69.70%
Volatility 3Y:   -