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DZ Bank Call 160 BEI 20.12.2024/  DE000DW8NRQ4  /

Frankfurt Zert./DZB
2024-05-21  10:35:24 AM Chg.-0.010 Bid10:43:37 AM Ask2024-05-21 Underlying Strike price Expiration date Option type
0.360EUR -2.70% 0.360
Bid Size: 40,000		 -
Ask Size: -		 BEIERSDORF AG O.N. 160.00 - 2024-12-20 Call
 

Master data

WKN: DW8NRQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.45
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.47
Time value: 0.41
Break-even: 164.10
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 10.81%
Delta: 0.33
Theta: -0.02
Omega: 11.58
Rho: 0.25
 

Quote data

Open: 0.350
High: 0.380
Low: 0.350
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.20%
1 Month  
+89.47%
3 Months  
+5.88%
YTD  
+20.00%
1 Year
  -26.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.450 0.210
6M High / 6M Low: 0.450 0.110
High (YTD): 2024-05-10 0.450
Low (YTD): 2024-04-04 0.110
52W High: 2023-05-22 0.460
52W Low: 2024-04-04 0.110
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   0.245
Avg. volume 1Y:   0.000
Volatility 1M:   140.50%
Volatility 6M:   192.84%
Volatility 1Y:   165.73%
Volatility 3Y:   -