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DZ Bank Call 10.5 FTE 20.12.2024/  DE000DW0EY82  /

Frankfurt Zert./DZB
2024-09-20  8:35:14 PM Chg.+0.040 Bid8:52:15 PM Ask8:52:15 PM Underlying Strike price Expiration date Option type
0.490EUR +8.89% 0.480
Bid Size: 13,000		 0.600
Ask Size: 13,000		 ORANGE INH. ... 10.50 - 2024-12-20 Call
 

Master data

WKN: DW0EY8
Issuer: DZ Bank AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.24
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.28
Implied volatility: 0.17
Historic volatility: 0.14
Parity: 0.28
Time value: 0.29
Break-even: 11.06
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.12
Spread %: 27.27%
Delta: 0.68
Theta: 0.00
Omega: 13.01
Rho: 0.02
 

Quote data

Open: 0.520
High: 0.590
Low: 0.480
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.55%
1 Month  
+157.89%
3 Months  
+308.33%
YTD
  -16.95%
1 Year
  -56.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.450
1M High / 1M Low: 0.590 0.180
6M High / 6M Low: 0.800 0.070
High (YTD): 2024-01-23 1.180
Low (YTD): 2024-07-02 0.070
52W High: 2023-12-04 1.200
52W Low: 2024-07-02 0.070
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.362
Avg. volume 6M:   276.744
Avg. price 1Y:   0.616
Avg. volume 1Y:   139.453
Volatility 1M:   230.75%
Volatility 6M:   243.81%
Volatility 1Y:   189.02%
Volatility 3Y:   -