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DZ Bank Call 145 BEI 20.12.2024/  DE000DW8NRM3  /

Frankfurt Zert./DZB
14/06/2024  18:35:16 Chg.+0.100 Bid14/06/2024 Ask14/06/2024 Underlying Strike price Expiration date Option type
1.030EUR +10.75% 1.030
Bid Size: 16,000		 1.070
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: 14.98
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.03
Implied volatility: 0.20
Historic volatility: 0.14
Parity: 0.03
Time value: 0.94
Break-even: 154.70
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.59
Theta: -0.03
Omega: 8.78
Rho: 0.39
 

Quote data

Open: 0.940
High: 1.030
Low: 0.940
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.96%
1 Month
  -0.96%
3 Months  
+90.74%
YTD  
+43.06%
1 Year  
+106.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.870
1M High / 1M Low: 1.040 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:   0.916
Avg. volume 1W:   0.000
Avg. price 1M:   0.933
Avg. volume 1M:   0.000
Avg. price 6M:   0.713
Avg. volume 6M:   0.000
Avg. price 1Y:   0.580
Avg. volume 1Y:   92.578
Volatility 1M:   108.02%
Volatility 6M:   145.98%
Volatility 1Y:   132.44%
Volatility 3Y:   -