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DZ Bank Call 155 BEI 20.09.2024/  DE000DW7ZL85  /

Frankfurt Zert./DZB
2024-05-17  7:04:45 PM Chg.+0.020 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.270EUR +8.00% 0.270
Bid Size: 16,000		 0.310
Ask Size: 16,000		 BEIERSDORF AG O.N. 155.00 - 2024-09-20 Call
 

Master data

WKN: DW7ZL8
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2024-09-20
Issue date: 2022-11-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 49.66
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -1.10
Time value: 0.29
Break-even: 157.90
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 16.00%
Delta: 0.31
Theta: -0.03
Omega: 15.26
Rho: 0.14
 

Quote data

Open: 0.250
High: 0.290
Low: 0.250
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.95%
1 Month  
+170.00%
3 Months  
+17.39%
YTD     0.00%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.250
1M High / 1M Low: 0.380 0.100
6M High / 6M Low: 0.380 0.060
High (YTD): 2024-05-10 0.380
Low (YTD): 2024-04-04 0.060
52W High: 2023-05-18 0.480
52W Low: 2024-04-04 0.060
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.208
Avg. volume 6M:   0.000
Avg. price 1Y:   0.206
Avg. volume 1Y:   0.000
Volatility 1M:   254.57%
Volatility 6M:   252.38%
Volatility 1Y:   204.02%
Volatility 3Y:   -