DZ Bank Call 36 WSU 20.12.2024/  DE000DW83258  /

Frankfurt Zert./DZB
2024-05-03  5:04:31 PM Chg.+0.030 Bid5:29:13 PM Ask- Underlying Strike price Expiration date Option type
0.610EUR +5.17% -
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: 6.44
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.33
Implied volatility: 0.31
Historic volatility: 0.27
Parity: 0.33
Time value: 0.28
Break-even: 42.10
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 7.02%
Delta: 0.72
Theta: -0.01
Omega: 4.63
Rho: 0.14
 

Quote data

Open: 0.570
High: 0.610
Low: 0.550
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.02%
1 Month     0.00%
3 Months  
+125.93%
YTD  
+96.77%
1 Year
  -20.78%
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.580
1M High / 1M Low: 0.640 0.450
6M High / 6M Low: 0.710 0.240
High (YTD): 2024-03-21 0.710
Low (YTD): 2024-02-13 0.240
52W High: 2023-06-16 0.840
52W Low: 2024-02-13 0.240
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   0.000
Volatility 1M:   138.75%
Volatility 6M:   140.34%
Volatility 1Y:   126.34%
Volatility 3Y:   -