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DZ Bank Call 24.3694 EVN 20.12.20.../  DE000DW0QM41  /

Frankfurt Zert./DZB
2024-09-20  9:34:46 PM Chg.-0.080 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.550EUR -12.70% 0.550
Bid Size: 5,000		 0.610
Ask Size: 5,000		 EVN AG 24.3694 EUR 2024-12-20 Call
 

Master data

WKN: DW0QM4
Issuer: DZ Bank AG
Currency: EUR
Underlying: EVN AG
Type: Warrant
Option type: Call
Strike price: 24.37 EUR
Maturity: 2024-12-20
Issue date: 2023-07-21
Last trading day: 2024-12-19
Ratio: 9.75:1
Exercise type: American
Quanto: -
Gearing: 4.85
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.46
Implied volatility: 0.58
Historic volatility: 0.16
Parity: 0.46
Time value: 0.15
Break-even: 30.31
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.06
Spread %: 10.91%
Delta: 0.78
Theta: -0.02
Omega: 3.76
Rho: 0.04
 

Quote data

Open: 0.630
High: 0.630
Low: 0.550
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -20.29%
3 Months
  -17.91%
YTD  
+7.84%
1 Year  
+89.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.550
1M High / 1M Low: 0.850 0.550
6M High / 6M Low: 0.850 0.220
High (YTD): 2024-09-10 0.850
Low (YTD): 2024-02-26 0.170
52W High: 2024-09-10 0.850
52W Low: 2024-02-26 0.170
Avg. price 1W:   0.688
Avg. volume 1W:   0.000
Avg. price 1M:   0.752
Avg. volume 1M:   0.000
Avg. price 6M:   0.593
Avg. volume 6M:   0.000
Avg. price 1Y:   0.461
Avg. volume 1Y:   39.216
Volatility 1M:   95.17%
Volatility 6M:   76.53%
Volatility 1Y:   91.96%
Volatility 3Y:   -