DZ Bank Call 36 SZG 20.12.2024/  DE000DW83UH2  /

Frankfurt Zert./DZB
2024-05-31  9:35:18 PM Chg.0.000 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 15,000
0.031
Ask Size: 15,000
SALZGITTER AG O.N. 36.00 - 2024-12-20 Call
 

Master data

WKN: DW83UH
Issuer: DZ Bank AG
Currency: EUR
Underlying: SALZGITTER AG O.N.
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: 74.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.35
Parity: -1.28
Time value: 0.03
Break-even: 36.31
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 1.23
Spread abs.: 0.03
Spread %: 3,000.00%
Delta: 0.11
Theta: 0.00
Omega: 7.89
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.009
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -94.74%
3 Months
  -96.97%
YTD
  -99.41%
1 Year
  -99.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.025 0.001
6M High / 6M Low: 0.220 0.001
High (YTD): 2024-01-02 0.150
Low (YTD): 2024-05-31 0.001
52W High: 2023-06-14 0.860
52W Low: 2024-05-31 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   0.211
Avg. volume 1Y:   0.000
Volatility 1M:   534.93%
Volatility 6M:   386.85%
Volatility 1Y:   292.61%
Volatility 3Y:   -