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DZ Bank Call 76 HBH 20.12.2024/  DE000DW99VB9  /

Frankfurt Zert./DZB
2024-06-03  11:04:21 AM Chg.+0.120 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
1.010EUR +13.48% 1.010
Bid Size: 10,000		 1.030
Ask Size: 10,000		 HORNBACH HOLD.ST O.N... 76.00 - 2024-12-20 Call
 

Master data

WKN: DW99VB
Issuer: DZ Bank AG
Currency: EUR
Underlying: HORNBACH HOLD.ST O.N.
Type: Warrant
Option type: Call
Strike price: 76.00 -
Maturity: 2024-12-20
Issue date: 2023-02-24
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.07
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.15
Implied volatility: 0.36
Historic volatility: 0.23
Parity: 0.15
Time value: 0.81
Break-even: 85.60
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.06
Spread %: 6.67%
Delta: 0.61
Theta: -0.02
Omega: 4.94
Rho: 0.21
 

Quote data

Open: 0.910
High: 1.030
Low: 0.910
Previous Close: 0.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.45%
1 Month  
+24.69%
3 Months  
+40.28%
YTD  
+57.81%
1 Year
  -15.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.870
1M High / 1M Low: 1.040 0.790
6M High / 6M Low: 1.040 0.390
High (YTD): 2024-05-20 1.040
Low (YTD): 2024-02-07 0.400
52W High: 2023-07-04 1.400
52W Low: 2023-10-27 0.290
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.895
Avg. volume 1M:   0.000
Avg. price 6M:   0.653
Avg. volume 6M:   0.000
Avg. price 1Y:   0.773
Avg. volume 1Y:   0.000
Volatility 1M:   105.66%
Volatility 6M:   129.12%
Volatility 1Y:   117.10%
Volatility 3Y:   -