OverviewChartNewsTraderScreen

DZ Bank Call 145 BEI 20.12.2024/  DE000DW8NRM3  /

Frankfurt Zert./DZB
13/06/2024  20:34:56 Chg.-0.040 Bid13/06/2024 Ask13/06/2024 Underlying Strike price Expiration date Option type
0.930EUR -4.12% 0.930
Bid Size: 16,000		 0.970
Ask Size: 16,000		 BEIERSDORF AG O.N. 145.00 - 20/12/2024 Call
 

Master data

WKN: DW8NRM
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 20/12/2024
Issue date: 27/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.69
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.15
Implied volatility: 0.20
Historic volatility: 0.14
Parity: 0.15
Time value: 0.92
Break-even: 155.70
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 8.08%
Delta: 0.61
Theta: -0.03
Omega: 8.31
Rho: 0.41
 

Quote data

Open: 1.010
High: 1.010
Low: 0.870
Previous Close: 0.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month
  -16.22%
3 Months  
+55.00%
YTD  
+29.17%
1 Year  
+82.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.810
1M High / 1M Low: 1.110 0.810
6M High / 6M Low: 1.130 0.340
High (YTD): 10/05/2024 1.130
Low (YTD): 10/04/2024 0.340
52W High: 10/05/2024 1.130
52W Low: 20/07/2023 0.300
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.940
Avg. volume 1M:   0.000
Avg. price 6M:   0.712
Avg. volume 6M:   0.000
Avg. price 1Y:   0.578
Avg. volume 1Y:   92.578
Volatility 1M:   109.19%
Volatility 6M:   149.66%
Volatility 1Y:   132.38%
Volatility 3Y:   -