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DZ Bank Call 95 SY1 20.12.2024/  DE000DW9K4A3  /

EUWAX
2024-05-16  6:12:11 PM Chg.-0.040 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.930EUR -4.12% -
Bid Size: -		 -
Ask Size: -		 SYMRISE AG INH. O.N. 95.00 - 2024-12-20 Call
 

Master data

WKN: DW9K4A
Issuer: DZ Bank AG
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-12-20
Issue date: 2023-01-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 10.43
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.72
Implied volatility: 0.10
Historic volatility: 0.21
Parity: 0.72
Time value: 0.26
Break-even: 104.80
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.89
Theta: -0.01
Omega: 9.29
Rho: 0.49
 

Quote data

Open: 0.950
High: 0.950
Low: 0.930
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -7.92%
3 Months  
+10.71%
YTD  
+1.09%
1 Year
  -21.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.950
1M High / 1M Low: 1.090 0.860
6M High / 6M Low: 1.340 0.640
High (YTD): 2024-03-25 1.340
Low (YTD): 2024-01-24 0.640
52W High: 2024-03-25 1.340
52W Low: 2023-09-27 0.580
Avg. price 1W:   0.974
Avg. volume 1W:   0.000
Avg. price 1M:   0.974
Avg. volume 1M:   0.000
Avg. price 6M:   0.959
Avg. volume 6M:   0.000
Avg. price 1Y:   0.872
Avg. volume 1Y:   0.000
Volatility 1M:   81.72%
Volatility 6M:   85.36%
Volatility 1Y:   83.29%
Volatility 3Y:   -