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DZ Bank Call 10.5 FTE 20.12.2024/  DE000DW0EY82  /

Frankfurt Zert./DZB
6/19/2024  1:08:28 PM Chg.+0.010 Bid6/19/2024 Ask6/19/2024 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 50,000		 0.140
Ask Size: 50,000		 ORANGE INH. ... 10.50 - 12/20/2024 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: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 58.51
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -1.14
Time value: 0.16
Break-even: 10.66
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 33.33%
Delta: 0.24
Theta: 0.00
Omega: 14.20
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -77.19%
3 Months
  -75.93%
YTD
  -77.97%
1 Year
  -83.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: 0.600 0.100
6M High / 6M Low: 1.180 0.100
High (YTD): 1/23/2024 1.180
Low (YTD): 6/14/2024 0.100
52W High: 12/4/2023 1.200
52W Low: 6/14/2024 0.100
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.617
Avg. volume 6M:   0.000
Avg. price 1Y:   0.751
Avg. volume 1Y:   0.000
Volatility 1M:   287.23%
Volatility 6M:   174.59%
Volatility 1Y:   144.79%
Volatility 3Y:   -