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DZ Bank Call 2.5 CEC 20.12.2024/  DE000DW80817  /

Frankfurt Zert./DZB
2024-06-06  12:04:23 PM Chg.+0.080 Bid12:11:27 PM Ask12:11:27 PM Underlying Strike price Expiration date Option type
1.020EUR +8.51% 1.030
Bid Size: 65,000		 1.060
Ask Size: 65,000		 CECONOMY AG INH O.N... 2.50 - 2024-12-20 Call
 

Master data

WKN: DW8081
Issuer: DZ Bank AG
Currency: EUR
Underlying: CECONOMY AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 2.50 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.13
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.72
Implied volatility: 0.69
Historic volatility: 0.48
Parity: 0.72
Time value: 0.31
Break-even: 3.53
Moneyness: 1.29
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.09
Spread %: 9.57%
Delta: 0.79
Theta: 0.00
Omega: 2.46
Rho: 0.01
 

Quote data

Open: 0.940
High: 1.020
Low: 0.940
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+29.11%
1 Month  
+343.48%
3 Months  
+385.71%
YTD  
+85.45%
1 Year  
+137.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.790
1M High / 1M Low: 0.950 0.210
6M High / 6M Low: 0.950 0.080
High (YTD): 2024-06-04 0.950
Low (YTD): 2024-03-22 0.080
52W High: 2024-06-04 0.950
52W Low: 2024-03-22 0.080
Avg. price 1W:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   65.217
Avg. price 6M:   0.355
Avg. volume 6M:   12
Avg. price 1Y:   0.419
Avg. volume 1Y:   5.859
Volatility 1M:   179.42%
Volatility 6M:   189.17%
Volatility 1Y:   190.55%
Volatility 3Y:   -