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DZ Bank Call 15 GZF 20.12.2024/  DE000DW81EG2  /

EUWAX
2024-06-18  9:05:17 AM Chg.+0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.370EUR +5.71% -
Bid Size: -		 -
Ask Size: -		 ENGIE S.A. INH. ... 15.00 - 2024-12-20 Call
 

Master data

WKN: DW81EG
Issuer: DZ Bank AG
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 31.44
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -1.80
Time value: 0.42
Break-even: 15.42
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.36
Spread abs.: 0.04
Spread %: 10.53%
Delta: 0.30
Theta: 0.00
Omega: 9.53
Rho: 0.02
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.67%
1 Month
  -75.50%
3 Months
  -54.32%
YTD
  -76.28%
1 Year
  -65.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.350
1M High / 1M Low: 1.610 0.350
6M High / 6M Low: 2.030 0.350
High (YTD): 2024-01-10 2.030
Low (YTD): 2024-06-17 0.350
52W High: 2024-01-10 2.030
52W Low: 2024-06-17 0.350
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   1.125
Avg. volume 1M:   0.000
Avg. price 6M:   1.069
Avg. volume 6M:   0.000
Avg. price 1Y:   1.177
Avg. volume 1Y:   0.000
Volatility 1M:   232.47%
Volatility 6M:   173.16%
Volatility 1Y:   150.67%
Volatility 3Y:   -