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DZ Bank Call 10.5 FTE 20.12.2024/  DE000DW0EY82  /

Frankfurt Zert./DZB
14/06/2024  21:35:02 Chg.-0.040 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.100EUR -28.57% 0.110
Bid Size: 5,000		 0.150
Ask Size: 5,000		 ORANGE INH. ... 10.50 - 20/12/2024 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: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 61.95
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -1.21
Time value: 0.15
Break-even: 10.65
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 36.36%
Delta: 0.23
Theta: 0.00
Omega: 14.22
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.100
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -72.22%
1 Month
  -80.39%
3 Months
  -80.00%
YTD
  -83.05%
1 Year
  -87.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.100
1M High / 1M Low: 0.600 0.100
6M High / 6M Low: 1.180 0.100
High (YTD): 23/01/2024 1.180
Low (YTD): 14/06/2024 0.100
52W High: 04/12/2023 1.200
52W Low: 14/06/2024 0.100
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   0.627
Avg. volume 6M:   0.000
Avg. price 1Y:   0.757
Avg. volume 1Y:   0.000
Volatility 1M:   279.26%
Volatility 6M:   173.57%
Volatility 1Y:   144.16%
Volatility 3Y:   -