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DZ Bank Call 140 BEI 20.12.2024/  DE000DW928U0  /

Frankfurt Zert./DZB
2024-05-20  9:35:19 PM Chg.+0.020 Bid9:57:59 PM Ask9:57:59 PM Underlying Strike price Expiration date Option type
1.160EUR +1.75% 1.160
Bid Size: 4,000		 1.190
Ask Size: 4,000		 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: CL
 
  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:   -