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DZ Bank Call 10.5 FTE 20.12.2024/  DE000DW0EY82  /

Frankfurt Zert./DZB
2024-05-22  9:34:56 PM Chg.-0.110 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.460EUR -19.30% 0.430
Bid Size: 5,000		 0.470
Ask Size: 5,000		 ORANGE INH. ... 10.50 - 2024-12-20 Call
 

Master data

WKN: DW0EY8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.70
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.30
Implied volatility: 0.08
Historic volatility: 0.13
Parity: 0.30
Time value: 0.32
Break-even: 11.11
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 7.02%
Delta: 0.79
Theta: 0.00
Omega: 13.97
Rho: 0.05
 

Quote data

Open: 0.520
High: 0.520
Low: 0.440
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -41.03%
3 Months
  -36.99%
YTD
  -22.03%
1 Year
  -68.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.460
1M High / 1M Low: 0.780 0.360
6M High / 6M Low: 1.200 0.360
High (YTD): 2024-01-23 1.180
Low (YTD): 2024-05-07 0.360
52W High: 2023-05-24 1.470
52W Low: 2024-05-07 0.360
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   0.714
Avg. volume 6M:   0.000
Avg. price 1Y:   0.807
Avg. volume 1Y:   0.000
Volatility 1M:   173.22%
Volatility 6M:   138.68%
Volatility 1Y:   121.70%
Volatility 3Y:   -