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DZ Bank Call 145 BEI 20.12.2024/  DE000DW8NRM3  /

Frankfurt Zert./DZB
2024-05-20  9:35:11 PM Chg.+0.020 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.990EUR +2.06% 0.990
Bid Size: 4,000		 1.030
Ask Size: 4,000		 BEIERSDORF AG O.N. 145.00 - 2024-12-20 Call
 

Master data

WKN: DW8NRM
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.33
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.03
Time value: 1.01
Break-even: 155.10
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 4.12%
Delta: 0.58
Theta: -0.03
Omega: 8.36
Rho: 0.44
 

Quote data

Open: 0.960
High: 1.000
Low: 0.960
Previous Close: 0.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month  
+76.79%
3 Months  
+28.57%
YTD  
+37.50%
1 Year  
+12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.920
1M High / 1M Low: 1.130 0.600
6M High / 6M Low: 1.130 0.340
High (YTD): 2024-05-10 1.130
Low (YTD): 2024-04-10 0.340
52W High: 2024-05-10 1.130
52W Low: 2023-07-20 0.300
Avg. price 1W:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   0.882
Avg. volume 1M:   0.000
Avg. price 6M:   0.661
Avg. volume 6M:   0.000
Avg. price 1Y:   0.556
Avg. volume 1Y:   93.307
Volatility 1M:   102.04%
Volatility 6M:   149.24%
Volatility 1Y:   133.14%
Volatility 3Y:   -