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DZ Bank Call 140 BEI 20.12.2024/  DE000DW8NRL5  /

Frankfurt Zert./DZB
13/06/2024  21:35:26 Chg.-0.050 Bid21:58:01 Ask21:58:01 Underlying Strike price Expiration date Option type
1.250EUR -3.85% 1.250
Bid Size: 4,000		 1.290
Ask Size: 4,000		 BEIERSDORF AG O.N. 140.00 - 20/12/2024 Call
 

Master data

WKN: DW8NRL
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 20/12/2024
Issue date: 27/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.54
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.65
Implied volatility: 0.21
Historic volatility: 0.14
Parity: 0.65
Time value: 0.74
Break-even: 153.90
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 6.11%
Delta: 0.69
Theta: -0.03
Omega: 7.28
Rho: 0.45
 

Quote data

Open: 1.330
High: 1.330
Low: 1.170
Previous Close: 1.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month
  -12.59%
3 Months  
+54.32%
YTD  
+32.98%
1 Year  
+92.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 1.100
1M High / 1M Low: 1.430 1.100
6M High / 6M Low: 1.460 0.490
High (YTD): 10/05/2024 1.460
Low (YTD): 10/04/2024 0.490
52W High: 10/05/2024 1.460
52W Low: 20/07/2023 0.390
Avg. price 1W:   1.202
Avg. volume 1W:   0.000
Avg. price 1M:   1.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.946
Avg. volume 6M:   0.000
Avg. price 1Y:   0.759
Avg. volume 1Y:   0.000
Volatility 1M:   98.45%
Volatility 6M:   136.70%
Volatility 1Y:   122.45%
Volatility 3Y:   -