DZ Bank Call 20 REP 20.12.2024
/ DE000DW83TR3
DZ Bank Call 20 REP 20.12.2024/ DE000DW83TR3 /
2024-06-03 9:08:11 AM |
Chg.+0.004 |
Bid5:36:41 PM |
Ask5:36:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
+6.45% |
0.020 Bid Size: 10,000 |
0.120 Ask Size: 10,000 |
REPSOL S.A. INH. ... |
20.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW83TR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
REPSOL S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-12 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
115.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.20 |
Parity: |
-4.98 |
Time value: |
0.13 |
Break-even: |
20.13 |
Moneyness: |
0.75 |
Premium: |
0.34 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.10 |
Spread %: |
333.33% |
Delta: |
0.10 |
Theta: |
0.00 |
Omega: |
11.73 |
Rho: |
0.01 |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.066 |
Previous Close: |
0.062 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-17.50% |
3 Months |
|
|
-49.23% |
YTD |
|
|
-34.00% |
1 Year |
|
|
-67.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.062 |
1M High / 1M Low: |
0.110 |
0.057 |
6M High / 6M Low: |
0.260 |
0.057 |
High (YTD): |
2024-04-08 |
0.260 |
Low (YTD): |
2024-05-23 |
0.057 |
52W High: |
2023-09-28 |
0.560 |
52W Low: |
2024-05-23 |
0.057 |
Avg. price 1W: |
|
0.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.126 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.196 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
230.68% |
Volatility 6M: |
|
261.59% |
Volatility 1Y: |
|
224.99% |
Volatility 3Y: |
|
- |