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DZ Bank Call 135 BEI 20.12.2024/  DE000DW8NRK7  /

Frankfurt Zert./DZB
2024-06-06  11:04:39 AM Chg.+0.030 Bid11:25:44 AM Ask11:25:44 AM Underlying Strike price Expiration date Option type
1.570EUR +1.95% 1.570
Bid Size: 40,000		 1.580
Ask Size: 40,000		 BEIERSDORF AG O.N. 135.00 - 2024-12-20 Call
 

Master data

WKN: DW8NRK
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.06
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 0.90
Implied volatility: 0.22
Historic volatility: 0.14
Parity: 0.90
Time value: 0.69
Break-even: 150.90
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 2.58%
Delta: 0.73
Theta: -0.03
Omega: 6.58
Rho: 0.48
 

Quote data

Open: 1.530
High: 1.600
Low: 1.530
Previous Close: 1.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.03%
1 Month
  -1.88%
3 Months  
+93.83%
YTD  
+29.75%
1 Year  
+86.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.440
1M High / 1M Low: 1.830 1.440
6M High / 6M Low: 1.830 0.680
High (YTD): 2024-05-10 1.830
Low (YTD): 2024-04-10 0.680
52W High: 2024-05-10 1.830
52W Low: 2023-07-20 0.500
Avg. price 1W:   1.524
Avg. volume 1W:   0.000
Avg. price 1M:   1.630
Avg. volume 1M:   0.000
Avg. price 6M:   1.208
Avg. volume 6M:   0.000
Avg. price 1Y:   0.965
Avg. volume 1Y:   0.000
Volatility 1M:   76.62%
Volatility 6M:   120.26%
Volatility 1Y:   113.74%
Volatility 3Y:   -