DZ Bank Call 140 BEI 20.12.2024
/ DE000DW928U0
DZ Bank Call 140 BEI 20.12.2024/ DE000DW928U0 /
2024-05-20 9:35:19 PM |
Chg.+0.020 |
Bid8:08:36 AM |
Ask8:08:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.160EUR |
+1.75% |
1.160 Bid Size: 16,000 |
1.190 Ask Size: 16,000 |
BEIERSDORF AG O.N. |
140.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW928U |
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: |
2023-02-15 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
12.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.17 |
Historic volatility: |
0.15 |
Parity: |
0.47 |
Time value: |
0.70 |
Break-even: |
151.70 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
2.63% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
8.55 |
Rho: |
0.52 |
Quote data
Open: |
1.130 |
High: |
1.170 |
Low: |
1.130 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.52% |
1 Month |
|
|
+61.11% |
3 Months |
|
|
+26.09% |
YTD |
|
|
+41.46% |
1 Year |
|
|
+45.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.190 |
1.090 |
1M High / 1M Low: |
1.260 |
0.750 |
6M High / 6M Low: |
1.260 |
0.450 |
High (YTD): |
2024-05-10 |
1.260 |
Low (YTD): |
2024-04-09 |
0.450 |
52W High: |
2024-05-10 |
1.260 |
52W Low: |
2023-07-20 |
0.320 |
Avg. price 1W: |
|
1.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.767 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.612 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
74.74% |
Volatility 6M: |
|
120.36% |
Volatility 1Y: |
|
115.33% |
Volatility 3Y: |
|
- |