DZ Bank Call 9 PBB 20.12.2024/  DE000DW81B91  /

EUWAX
2024-05-29  8:10:12 AM Chg.0.000 Bid9:03:04 AM Ask9:03:04 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 20,000
0.350
Ask Size: 20,000
DT.PFANDBRIEFBK AG 9.00 - 2024-12-20 Call
 

Master data

WKN: DW81B9
Issuer: DZ Bank AG
Currency: EUR
Underlying: DT.PFANDBRIEFBK AG
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.50
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.39
Parity: -3.23
Time value: 0.35
Break-even: 9.35
Moneyness: 0.64
Premium: 0.62
Premium p.a.: 1.36
Spread abs.: 0.35
Spread %: 34,900.00%
Delta: 0.26
Theta: 0.00
Omega: 4.30
Rho: 0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -99.41%
1 Year
  -99.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.210 0.001
High (YTD): 2024-01-04 0.140
Low (YTD): 2024-05-28 0.001
52W High: 2023-08-07 0.630
52W Low: 2024-05-28 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   3,137.00%
Volatility 6M:   13,746.27%
Volatility 1Y:   9,713.81%
Volatility 3Y:   -