DZ Bank Call 24.3694 EVN 20.12.2024
/ DE000DW0QM41
DZ Bank Call 24.3694 EVN 20.12.20.../ DE000DW0QM41 /
2024-05-28 8:23:54 AM |
Chg.-0.010 |
Bid12:06:01 PM |
Ask12:06:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-1.67% |
0.610 Bid Size: 50,000 |
0.630 Ask Size: 50,000 |
EVN AG |
24.3694 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DW0QM4 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
EVN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.37 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-21 |
Last trading day: |
2024-12-19 |
Ratio: |
9.75:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.39 |
Historic volatility: |
0.15 |
Parity: |
0.48 |
Time value: |
0.17 |
Break-even: |
30.70 |
Moneyness: |
1.19 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
10.17% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
3.64 |
Rho: |
0.09 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.51% |
1 Month |
|
|
+22.92% |
3 Months |
|
|
+210.53% |
YTD |
|
|
+18.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.570 |
1M High / 1M Low: |
0.620 |
0.510 |
6M High / 6M Low: |
0.620 |
0.170 |
High (YTD): |
2024-05-15 |
0.620 |
Low (YTD): |
2024-02-23 |
0.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.579 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.366 |
Avg. volume 6M: |
|
403.226 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.41% |
Volatility 6M: |
|
107.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |