OverviewChartNewsTraderScreen

DZ Bank Call 20 VNA 20.12.2024/  DE000DDZ5317  /

EUWAX
2024-05-28  8:13:42 AM Chg.+0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.840EUR +1.20% -
Bid Size: -		 -
Ask Size: -		 VONOVIA SE NA O.N. 20.00 - 2024-12-20 Call
 

Master data

WKN: DDZ531
Issuer: DZ Bank AG
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-03-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.04
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.80
Implied volatility: 0.50
Historic volatility: 0.37
Parity: 0.80
Time value: 0.12
Break-even: 29.20
Moneyness: 1.40
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.08
Spread %: 9.52%
Delta: 0.87
Theta: -0.01
Omega: 2.66
Rho: 0.09
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month  
+44.83%
3 Months  
+18.31%
YTD
  -13.40%
1 Year  
+342.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.830
1M High / 1M Low: 1.020 0.620
6M High / 6M Low: 1.020 0.500
High (YTD): 2024-05-16 1.020
Low (YTD): 2024-04-19 0.500
52W High: 2024-05-16 1.020
52W Low: 2023-06-26 0.170
Avg. price 1W:   0.906
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   3,896.100
Avg. price 6M:   0.768
Avg. volume 6M:   950.984
Avg. price 1Y:   0.575
Avg. volume 1Y:   591.851
Volatility 1M:   130.64%
Volatility 6M:   103.87%
Volatility 1Y:   124.22%
Volatility 3Y:   -