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DZ Bank Call 125 BEI 20.12.2024/  DE000DW8NRH3  /

Frankfurt Zert./DZB
2024-05-20  9:35:11 PM Chg.+0.040 Bid9:59:18 PM Ask9:59:18 PM Underlying Strike price Expiration date Option type
2.490EUR +1.63% 2.500
Bid Size: 4,000		 2.540
Ask Size: 4,000		 BEIERSDORF AG O.N. 125.00 - 2024-12-20 Call
 

Master data

WKN: DW8NRH
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.79
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 1.97
Implied volatility: 0.25
Historic volatility: 0.15
Parity: 1.97
Time value: 0.53
Break-even: 150.00
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.63%
Delta: 0.84
Theta: -0.03
Omega: 4.85
Rho: 0.57
 

Quote data

Open: 2.450
High: 2.500
Low: 2.450
Previous Close: 2.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.04%
1 Month  
+44.77%
3 Months  
+24.50%
YTD  
+33.87%
1 Year  
+36.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.650 2.370
1M High / 1M Low: 2.670 1.790
6M High / 6M Low: 2.670 1.150
High (YTD): 2024-05-10 2.670
Low (YTD): 2024-04-09 1.200
52W High: 2024-05-10 2.670
52W Low: 2023-07-20 0.820
Avg. price 1W:   2.488
Avg. volume 1W:   0.000
Avg. price 1M:   2.281
Avg. volume 1M:   0.000
Avg. price 6M:   1.787
Avg. volume 6M:   0.000
Avg. price 1Y:   1.471
Avg. volume 1Y:   0.000
Volatility 1M:   62.29%
Volatility 6M:   95.00%
Volatility 1Y:   95.58%
Volatility 3Y:   -