DZ Bank Call 125 BEI 20.12.2024/  DE000DW8NRH3  /

Frankfurt Zert./DZB
07/06/2024  21:35:25 Chg.+0.160 Bid21:58:06 Ask21:58:06 Underlying Strike price Expiration date Option type
2.430EUR +7.05% -
Bid Size: -
-
Ask Size: -
BEIERSDORF AG O.N. 125.00 - 20/12/2024 Call
 

Master data

WKN: DW8NRH
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 20/12/2024
Issue date: 27/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.19
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 1.80
Implied volatility: 0.25
Historic volatility: 0.14
Parity: 1.80
Time value: 0.52
Break-even: 148.10
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.76%
Delta: 0.82
Theta: -0.03
Omega: 5.10
Rho: 0.51
 

Quote data

Open: 2.240
High: 2.430
Low: 2.240
Previous Close: 2.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.83%
1 Month  
+1.67%
3 Months  
+53.80%
YTD  
+30.65%
1 Year  
+118.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.430 2.270
1M High / 1M Low: 2.670 2.250
6M High / 6M Low: 2.670 1.200
High (YTD): 10/05/2024 2.670
Low (YTD): 09/04/2024 1.200
52W High: 10/05/2024 2.670
52W Low: 20/07/2023 0.820
Avg. price 1W:   2.354
Avg. volume 1W:   0.000
Avg. price 1M:   2.449
Avg. volume 1M:   0.000
Avg. price 6M:   1.898
Avg. volume 6M:   0.000
Avg. price 1Y:   1.529
Avg. volume 1Y:   0.000
Volatility 1M:   64.77%
Volatility 6M:   94.21%
Volatility 1Y:   93.63%
Volatility 3Y:   -