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DZ Bank Call 36 JUN3 20.12.2024/  DE000DW83L71  /

Frankfurt Zert./DZB
2024-06-03  7:34:25 PM Chg.-0.030 Bid7:44:00 PM Ask7:44:00 PM Underlying Strike price Expiration date Option type
0.330EUR -8.33% 0.330
Bid Size: 26,250		 0.350
Ask Size: 26,250		 JUNGHEINRICH AG O.N.... 36.00 - 2024-12-20 Call
 

Master data

WKN: DW83L7
Issuer: DZ Bank AG
Currency: EUR
Underlying: JUNGHEINRICH AG O.N.VZO
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.19
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.29
Parity: -0.02
Time value: 0.39
Break-even: 39.90
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 8.33%
Delta: 0.58
Theta: -0.01
Omega: 5.29
Rho: 0.09
 

Quote data

Open: 0.370
High: 0.390
Low: 0.330
Previous Close: 0.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month     0.00%
3 Months  
+106.25%
YTD  
+6.45%
1 Year
  -13.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.410 0.270
6M High / 6M Low: 0.580 0.090
High (YTD): 2024-04-09 0.580
Low (YTD): 2024-02-28 0.090
52W High: 2024-04-09 0.580
52W Low: 2023-10-30 0.071
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   0.270
Avg. volume 6M:   0.000
Avg. price 1Y:   0.274
Avg. volume 1Y:   0.000
Volatility 1M:   212.52%
Volatility 6M:   199.80%
Volatility 1Y:   182.75%
Volatility 3Y:   -