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DZ Bank Call 18 REP 20.12.2024/  DE000DW83TQ5  /

EUWAX
2024-06-03  9:08:11 AM Chg.+0.020 Bid5:36:41 PM Ask5:36:41 PM Underlying Strike price Expiration date Option type
0.220EUR +10.00% 0.160
Bid Size: 10,000		 0.210
Ask Size: 10,000		 REPSOL S.A. INH. ... 18.00 - 2024-12-20 Call
 

Master data

WKN: DW83TQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 53.64
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -2.98
Time value: 0.28
Break-even: 18.28
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.43
Spread abs.: 0.10
Spread %: 55.56%
Delta: 0.20
Theta: 0.00
Omega: 10.98
Rho: 0.02
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.76%
1 Month  
+4.76%
3 Months
  -26.67%
YTD  
+29.41%
1 Year
  -46.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.260 0.180
6M High / 6M Low: 0.590 0.130
High (YTD): 2024-04-08 0.590
Low (YTD): 2024-01-24 0.130
52W High: 2023-09-28 0.990
52W Low: 2024-01-24 0.130
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.380
Avg. volume 1Y:   0.000
Volatility 1M:   144.30%
Volatility 6M:   194.31%
Volatility 1Y:   173.49%
Volatility 3Y:   -