OverviewChartNewsTraderScreen

DZ Bank Call 140 BEI 20.12.2024/  DE000DW8NRL5  /

Frankfurt Zert./DZB
2024-05-20  9:35:11 PM Chg.+0.020 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
1.300EUR +1.56% 1.310
Bid Size: 4,000		 1.350
Ask Size: 4,000		 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: 10.96
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.47
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 0.47
Time value: 0.85
Break-even: 153.20
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 3.13%
Delta: 0.67
Theta: -0.03
Omega: 7.32
Rho: 0.49
 

Quote data

Open: 1.270
High: 1.310
Low: 1.270
Previous Close: 1.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+68.83%
3 Months  
+28.71%
YTD  
+38.30%
1 Year  
+21.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.430 1.210
1M High / 1M Low: 1.460 0.830
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:   1.306
Avg. volume 1W:   0.000
Avg. price 1M:   1.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.875
Avg. volume 6M:   0.000
Avg. price 1Y:   0.725
Avg. volume 1Y:   0.000
Volatility 1M:   94.89%
Volatility 6M:   136.42%
Volatility 1Y:   123.63%
Volatility 3Y:   -