DZ Bank Call 44 VOS 20.12.2024/  DE000DW832Y6  /

EUWAX
2024-04-30  8:15:42 AM Chg.0.000 Bid2024-04-30 Ask2024-04-30 Underlying Strike price Expiration date Option type
0.370EUR 0.00% 0.370
Bid Size: 14,000
0.420
Ask Size: 14,000
VOSSLOH AG O.N. 44.00 - 2024-12-20 Call
 

Master data

WKN: DW832Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOSSLOH AG O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.35
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.16
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.16
Time value: 0.29
Break-even: 48.40
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 15.79%
Delta: 0.67
Theta: -0.01
Omega: 6.95
Rho: 0.17
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.59%
1 Month
  -9.76%
3 Months  
+85.00%
YTD  
+27.59%
1 Year
  -26.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.270
1M High / 1M Low: 0.390 0.250
6M High / 6M Low: 0.420 0.090
High (YTD): 2024-03-26 0.420
Low (YTD): 2024-02-09 0.170
52W High: 2023-05-09 0.550
52W Low: 2023-10-31 0.090
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.317
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   0.283
Avg. volume 1Y:   0.000
Volatility 1M:   171.84%
Volatility 6M:   178.23%
Volatility 1Y:   153.39%
Volatility 3Y:   -