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DZ Bank Call 35 WSU/D 20.12.2024/  DE000DW83241  /

Frankfurt Zert./DZB
2024-06-06  10:35:31 AM Chg.-0.030 Bid10:39:40 AM Ask- Underlying Strike price Expiration date Option type
0.770EUR -3.75% 0.800
Bid Size: 20,000		 -
Ask Size: -		 WASHTEC AG O.N. 35.00 - 2024-12-20 Call
 

Master data

WKN: DW8324
Issuer: DZ Bank AG
Currency: EUR
Underlying: WASHTEC AG O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.55
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.55
Time value: 0.25
Break-even: 43.00
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.77
Theta: -0.01
Omega: 3.88
Rho: 0.12
 

Quote data

Open: 0.780
High: 0.780
Low: 0.770
Previous Close: 0.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.75%
1 Month  
+26.23%
3 Months  
+57.14%
YTD  
+126.47%
1 Year  
+8.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 0.770
1M High / 1M Low: 0.830 0.610
6M High / 6M Low: 0.830 0.270
High (YTD): 2024-05-27 0.830
Low (YTD): 2024-02-13 0.270
52W High: 2023-06-16 0.900
52W Low: 2024-02-13 0.270
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.758
Avg. volume 1M:   0.000
Avg. price 6M:   0.519
Avg. volume 6M:   0.000
Avg. price 1Y:   0.538
Avg. volume 1Y:   0.000
Volatility 1M:   116.80%
Volatility 6M:   133.34%
Volatility 1Y:   124.31%
Volatility 3Y:   -