OverviewChartNewsTraderScreen

DZ Bank Call 14 REP 20.12.2024/  DE000DW9U6X8  /

Frankfurt Zert./DZB
2024-06-03  10:04:39 AM Chg.+0.020 Bid10:11:26 AM Ask10:11:26 AM Underlying Strike price Expiration date Option type
1.560EUR +1.30% 1.560
Bid Size: 25,000		 1.570
Ask Size: 25,000		 REPSOL S.A. INH. ... 14.00 - 2024-12-20 Call
 

Master data

WKN: DW9U6X
Issuer: DZ Bank AG
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-12-20
Issue date: 2023-02-07
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.94
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.02
Implied volatility: 0.21
Historic volatility: 0.20
Parity: 1.02
Time value: 0.66
Break-even: 15.68
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 6.33%
Delta: 0.75
Theta: 0.00
Omega: 6.69
Rho: 0.05
 

Quote data

Open: 1.630
High: 1.630
Low: 1.560
Previous Close: 1.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.27%
1 Month  
+23.81%
3 Months
  -10.86%
YTD  
+64.21%
1 Year  
+15.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.660 1.400
1M High / 1M Low: 1.660 1.220
6M High / 6M Low: 2.750 0.830
High (YTD): 2024-04-05 2.750
Low (YTD): 2024-01-22 0.830
52W High: 2023-09-28 2.790
52W Low: 2024-01-22 0.830
Avg. price 1W:   1.554
Avg. volume 1W:   0.000
Avg. price 1M:   1.432
Avg. volume 1M:   0.000
Avg. price 6M:   1.443
Avg. volume 6M:   6.452
Avg. price 1Y:   1.558
Avg. volume 1Y:   11.024
Volatility 1M:   115.76%
Volatility 6M:   121.76%
Volatility 1Y:   115.57%
Volatility 3Y:   -