DZ Bank Call 10.5 FTE 20.12.2024
/ DE000DW0EY82
DZ Bank Call 10.5 FTE 20.12.2024/ DE000DW0EY82 /
20/09/2024 09:04:35 |
Chg.-0.090 |
Bid19:43:56 |
Ask19:43:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-14.75% |
0.490 Bid Size: 13,000 |
0.610 Ask Size: 13,000 |
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: |
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: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.45% |
1 Month |
|
|
+126.09% |
3 Months |
|
|
+271.43% |
YTD |
|
|
-13.33% |
1 Year |
|
|
-53.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.650 |
0.550 |
1M High / 1M Low: |
0.650 |
0.210 |
6M High / 6M Low: |
0.860 |
0.090 |
High (YTD): |
23/01/2024 |
1.180 |
Low (YTD): |
02/07/2024 |
0.090 |
52W High: |
04/12/2023 |
1.210 |
52W Low: |
02/07/2024 |
0.090 |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.402 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.382 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.628 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
170.18% |
Volatility 6M: |
|
232.77% |
Volatility 1Y: |
|
186.10% |
Volatility 3Y: |
|
- |