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DZ Bank Call 130 BEI 20.09.2024/  DE000DW5QWB5  /

Frankfurt Zert./DZB
17/05/2024  19:05:01 Chg.+0.080 Bid19:33:32 Ask19:33:32 Underlying Strike price Expiration date Option type
1.810EUR +4.62% 1.810
Bid Size: 16,000		 1.850
Ask Size: 16,000		 BEIERSDORF AG O.N. 130.00 - 20/09/2024 Call
 

Master data

WKN: DW5QWB
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 20/09/2024
Issue date: 21/09/2022
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.14
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.40
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 1.40
Time value: 0.37
Break-even: 147.70
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.31%
Delta: 0.82
Theta: -0.03
Omega: 6.69
Rho: 0.35
 

Quote data

Open: 1.730
High: 1.820
Low: 1.720
Previous Close: 1.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.27%
1 Month  
+88.54%
3 Months  
+37.12%
YTD  
+38.17%
1 Year  
+37.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.040 1.730
1M High / 1M Low: 2.040 0.960
6M High / 6M Low: 2.040 0.690
High (YTD): 10/05/2024 2.040
Low (YTD): 10/04/2024 0.690
52W High: 10/05/2024 2.040
52W Low: 20/07/2023 0.510
Avg. price 1W:   1.896
Avg. volume 1W:   0.000
Avg. price 1M:   1.567
Avg. volume 1M:   0.000
Avg. price 6M:   1.221
Avg. volume 6M:   0.000
Avg. price 1Y:   0.994
Avg. volume 1Y:   0.000
Volatility 1M:   108.59%
Volatility 6M:   128.44%
Volatility 1Y:   121.58%
Volatility 3Y:   -