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DZ Bank Call 140 BEI 20.12.2024/  DE000DW8NRL5  /

Frankfurt Zert./DZB
2024-05-17  9:04:43 PM Chg.+0.070 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
1.280EUR +5.79% 1.280
Bid Size: 16,000		 1.320
Ask Size: 16,000		 BEIERSDORF AG O.N. 140.00 - 2024-12-20 Call
 

Master data

WKN: DW8NRL
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.52
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.40
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.40
Time value: 0.85
Break-even: 152.50
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 3.31%
Delta: 0.66
Theta: -0.03
Omega: 7.61
Rho: 0.49
 

Quote data

Open: 1.210
High: 1.280
Low: 1.200
Previous Close: 1.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.33%
1 Month  
+93.94%
3 Months  
+36.17%
YTD  
+36.17%
1 Year  
+25.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 1.210
1M High / 1M Low: 1.460 0.660
6M High / 6M Low: 1.460 0.490
High (YTD): 2024-05-10 1.460
Low (YTD): 2024-04-10 0.490
52W High: 2024-05-10 1.460
52W Low: 2023-07-20 0.390
Avg. price 1W:   1.342
Avg. volume 1W:   0.000
Avg. price 1M:   1.100
Avg. volume 1M:   0.000
Avg. price 6M:   0.869
Avg. volume 6M:   0.000
Avg. price 1Y:   0.727
Avg. volume 1Y:   0.000
Volatility 1M:   122.41%
Volatility 6M:   136.93%
Volatility 1Y:   123.32%
Volatility 3Y:   -