DZ Bank Call 7.5 DEZ 20.12.2024/  DE000DW9PV83  /

EUWAX
2024-05-21  12:05:33 PM Chg.-0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.080EUR -27.27% -
Bid Size: -
-
Ask Size: -
DEUTZ AG O.N. 7.50 - 2024-12-20 Call
 

Master data

WKN: DW9PV8
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 7.50 -
Maturity: 2024-12-20
Issue date: 2023-02-01
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 34.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.33
Parity: -2.06
Time value: 0.16
Break-even: 7.66
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 0.80
Spread abs.: 0.06
Spread %: 60.00%
Delta: 0.20
Theta: 0.00
Omega: 6.81
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.080
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month
  -50.00%
3 Months
  -52.94%
YTD     0.00%
1 Year
  -86.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.080
1M High / 1M Low: 0.190 0.080
6M High / 6M Low: 0.320 0.001
High (YTD): 2024-04-11 0.320
Low (YTD): 2024-01-18 0.001
52W High: 2023-05-22 0.610
52W Low: 2024-01-18 0.001
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.133
Avg. volume 6M:   46.629
Avg. price 1Y:   0.159
Avg. volume 1Y:   22.586
Volatility 1M:   267.40%
Volatility 6M:   6,472.17%
Volatility 1Y:   5,917.54%
Volatility 3Y:   -