DZ Bank Call 8 PBB 20.12.2024/  DE000DW81B75  /

EUWAX
2024-06-04  6:09:11 PM Chg.-0.009 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.001EUR -90.00% -
Bid Size: -
-
Ask Size: -
DT.PFANDBRIEFBK AG 8.00 - 2024-12-20 Call
 

Master data

WKN: DW81B7
Issuer: DZ Bank AG
Currency: EUR
Underlying: DT.PFANDBRIEFBK AG
Type: Warrant
Option type: Call
Strike price: 8.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 60.25
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.39
Parity: -1.98
Time value: 0.10
Break-even: 8.10
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.72
Spread abs.: 0.10
Spread %: 9,900.00%
Delta: 0.15
Theta: 0.00
Omega: 9.20
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.020
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -99.67%
1 Year
  -99.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.001
1M High / 1M Low: 0.050 0.001
6M High / 6M Low: 0.380 0.001
High (YTD): 2024-01-02 0.280
Low (YTD): 2024-05-31 0.001
52W High: 2023-08-07 1.020
52W Low: 2024-05-31 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.322
Avg. volume 1Y:   0.000
Volatility 1M:   7,796.62%
Volatility 6M:   5,124.57%
Volatility 1Y:   3,642.77%
Volatility 3Y:   -