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DZ Bank Call 28 VVD 20.12.2024/  DE000DW831K7  /

Frankfurt Zert./DZB
2024-05-02  9:34:55 PM Chg.+0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.260EUR +8.33% 0.260
Bid Size: 10,000		 0.290
Ask Size: 10,000		 VEOLIA ENVIRONNE. EO... 28.00 - 2024-12-20 Call
 

Master data

WKN: DW831K
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.23
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.12
Implied volatility: 0.16
Historic volatility: 0.18
Parity: 0.12
Time value: 0.14
Break-even: 30.60
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.72
Theta: 0.00
Omega: 8.03
Rho: 0.12
 

Quote data

Open: 0.260
High: 0.270
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.00%
1 Month
  -16.13%
3 Months
  -27.78%
YTD
  -13.33%
1 Year
  -35.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.310 0.170
6M High / 6M Low: 0.380 0.170
High (YTD): 2024-02-05 0.380
Low (YTD): 2024-04-16 0.170
52W High: 2023-07-21 0.490
52W Low: 2023-10-25 0.160
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.285
Avg. volume 6M:   0.000
Avg. price 1Y:   0.321
Avg. volume 1Y:   0.000
Volatility 1M:   141.59%
Volatility 6M:   118.61%
Volatility 1Y:   104.50%
Volatility 3Y:   -