DZ Bank Call 36 WSU 20.12.2024/  DE000DW83258  /

Frankfurt Zert./DZB
2024-05-17  5:04:46 PM Chg.+0.010 Bid5:29:02 PM Ask- Underlying Strike price Expiration date Option type
0.730EUR +1.39% -
Bid Size: -
-
Ask Size: -
WASHTEC AG O.N. 36.00 - 2024-12-20 Call
 

Master data

WKN: DW8325
Issuer: DZ Bank AG
Currency: EUR
Underlying: WASHTEC 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: 5.42
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.36
Implied volatility: 0.42
Historic volatility: 0.28
Parity: 0.36
Time value: 0.37
Break-even: 43.30
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.70
Theta: -0.01
Omega: 3.80
Rho: 0.12
 

Quote data

Open: 0.690
High: 0.730
Low: 0.690
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.95%
1 Month  
+43.14%
3 Months  
+92.11%
YTD  
+135.48%
1 Year
  -3.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.620
1M High / 1M Low: 0.760 0.450
6M High / 6M Low: 0.760 0.240
High (YTD): 2024-05-10 0.760
Low (YTD): 2024-02-13 0.240
52W High: 2023-06-16 0.840
52W Low: 2024-02-13 0.240
Avg. price 1W:   0.696
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   0.000
Avg. price 6M:   0.444
Avg. volume 6M:   0.000
Avg. price 1Y:   0.495
Avg. volume 1Y:   0.000
Volatility 1M:   168.73%
Volatility 6M:   141.72%
Volatility 1Y:   130.54%
Volatility 3Y:   -