DZ Bank Call 10 FTE 20.12.2024/  DE000DW83R26  /

EUWAX
2024-06-13  9:07:07 AM Chg.-0.100 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.320EUR -23.81% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.00 - 2024-12-20 Call
 

Master data

WKN: DW83R2
Issuer: DZ Bank AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.46
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -0.46
Time value: 0.39
Break-even: 10.39
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 11.43%
Delta: 0.44
Theta: 0.00
Omega: 10.82
Rho: 0.02
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.45%
1 Month
  -60.00%
3 Months
  -63.22%
YTD
  -67.35%
1 Year
  -70.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.320
1M High / 1M Low: 1.040 0.320
6M High / 6M Low: 1.650 0.320
High (YTD): 2024-01-23 1.650
Low (YTD): 2024-06-13 0.320
52W High: 2023-12-04 1.690
52W Low: 2024-06-13 0.320
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.765
Avg. volume 1M:   0.000
Avg. price 6M:   1.012
Avg. volume 6M:   0.000
Avg. price 1Y:   1.128
Avg. volume 1Y:   0.000
Volatility 1M:   195.01%
Volatility 6M:   133.34%
Volatility 1Y:   113.14%
Volatility 3Y:   -