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DZ Bank Call 15 REP 20.12.2024/  DE000DW83TP7  /

EUWAX
2024-06-13  9:07:07 AM Chg.-0.090 Bid7:39:54 PM Ask7:39:54 PM Underlying Strike price Expiration date Option type
0.610EUR -12.86% 0.540
Bid Size: 10,000		 0.590
Ask Size: 10,000		 REPSOL S.A. INH. ... 15.00 - 2024-12-20 Call
 

Master data

WKN: DW83TP
Issuer: DZ Bank AG
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.34
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.69
Time value: 0.74
Break-even: 15.74
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.20
Spread abs.: 0.10
Spread %: 15.63%
Delta: 0.46
Theta: 0.00
Omega: 8.95
Rho: 0.03
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.86%
1 Month
  -36.46%
3 Months
  -44.55%
YTD
  -1.61%
1 Year
  -45.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.700
1M High / 1M Low: 1.160 0.700
6M High / 6M Low: 1.900 0.530
High (YTD): 2024-04-08 1.900
Low (YTD): 2024-01-23 0.530
52W High: 2023-09-28 2.220
52W Low: 2024-01-23 0.530
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.893
Avg. volume 1M:   0.000
Avg. price 6M:   0.974
Avg. volume 6M:   0.000
Avg. price 1Y:   1.114
Avg. volume 1Y:   0.000
Volatility 1M:   174.20%
Volatility 6M:   156.53%
Volatility 1Y:   141.16%
Volatility 3Y:   -