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DZ Bank Call 220 ESL 20.12.2024/  DE000DW81EK4  /

Frankfurt Zert./DZB
22/05/2024  12:05:03 Chg.-0.070 Bid12:25:29 Ask12:25:29 Underlying Strike price Expiration date Option type
1.020EUR -6.42% 1.040
Bid Size: 25,000		 1.060
Ask Size: 25,000		 ESSILORLUXO. INH. EO... 220.00 - 20/12/2024 Call
 

Master data

WKN: DW81EK
Issuer: DZ Bank AG
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.89
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -1.07
Time value: 1.17
Break-even: 231.70
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.08
Spread %: 7.34%
Delta: 0.47
Theta: -0.04
Omega: 8.40
Rho: 0.50
 

Quote data

Open: 1.050
High: 1.060
Low: 0.980
Previous Close: 1.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.67%
1 Month  
+20.00%
3 Months  
+108.16%
YTD  
+148.78%
1 Year  
+12.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.930
1M High / 1M Low: 1.100 0.690
6M High / 6M Low: 1.210 0.230
High (YTD): 20/03/2024 1.210
Low (YTD): 24/01/2024 0.230
52W High: 20/03/2024 1.210
52W Low: 18/10/2023 0.080
Avg. price 1W:   1.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   0.627
Avg. volume 6M:   0.000
Avg. price 1Y:   0.550
Avg. volume 1Y:   0.000
Volatility 1M:   164.12%
Volatility 6M:   170.22%
Volatility 1Y:   275.93%
Volatility 3Y:   -