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DZ Bank Call 10.5 FTE 20.12.2024/  DE000DW0EY82  /

EUWAX
6/18/2024  9:06:05 AM Chg.+0.030 Bid7:24:59 PM Ask7:24:59 PM Underlying Strike price Expiration date Option type
0.140EUR +27.27% 0.110
Bid Size: 10,000		 0.150
Ask Size: 10,000		 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: 58.40
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -1.16
Time value: 0.16
Break-even: 10.66
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 33.33%
Delta: 0.24
Theta: 0.00
Omega: 14.07
Rho: 0.01
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.72%
1 Month
  -75.00%
3 Months
  -73.08%
YTD
  -76.67%
1 Year
  -83.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.110
1M High / 1M Low: 0.670 0.110
6M High / 6M Low: 1.180 0.110
High (YTD): 1/23/2024 1.180
Low (YTD): 6/17/2024 0.110
52W High: 12/4/2023 1.210
52W Low: 6/17/2024 0.110
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   0.631
Avg. volume 6M:   0.000
Avg. price 1Y:   0.759
Avg. volume 1Y:   0.000
Volatility 1M:   256.33%
Volatility 6M:   171.32%
Volatility 1Y:   142.39%
Volatility 3Y:   -