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DZ Bank Call 30 JEN 20.12.2024/  DE000DW83L06  /

Frankfurt Zert./DZB
2024-06-03  12:04:34 PM Chg.+0.020 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.140
Bid Size: 60,000		 0.150
Ask Size: 60,000		 JENOPTIK AG NA O.N. 30.00 - 2024-12-20 Call
 

Master data

WKN: DW83L0
Issuer: DZ Bank AG
Currency: EUR
Underlying: JENOPTIK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.11
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.30
Parity: -0.26
Time value: 0.16
Break-even: 31.60
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.42
Theta: -0.01
Omega: 7.11
Rho: 0.05
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+75.00%
3 Months
  -57.58%
YTD
  -46.15%
1 Year
  -78.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.180 0.069
6M High / 6M Low: 0.400 0.061
High (YTD): 2024-02-22 0.400
Low (YTD): 2024-04-19 0.061
52W High: 2023-06-16 0.690
52W Low: 2023-10-20 0.037
Avg. price 1W:   0.124
Avg. volume 1W:   2,000
Avg. price 1M:   0.131
Avg. volume 1M:   476.190
Avg. price 6M:   0.215
Avg. volume 6M:   80.645
Avg. price 1Y:   0.257
Avg. volume 1Y:   172.441
Volatility 1M:   362.23%
Volatility 6M:   238.47%
Volatility 1Y:   231.98%
Volatility 3Y:   -