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DZ Bank Call 28 VVD 20.12.2024/  DE000DW831K7  /

Frankfurt Zert./DZB
2024-06-06  3:34:58 PM Chg.+0.030 Bid3:36:47 PM Ask3:36:47 PM Underlying Strike price Expiration date Option type
0.450EUR +7.14% 0.460
Bid Size: 100,000		 0.480
Ask Size: 100,000		 VEOLIA ENVIRONNE. EO... 28.00 - 2024-12-20 Call
 

Master data

WKN: DW831K
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.48
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.31
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 0.31
Time value: 0.17
Break-even: 32.80
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 14.29%
Delta: 0.75
Theta: -0.01
Omega: 4.88
Rho: 0.10
 

Quote data

Open: 0.450
High: 0.470
Low: 0.450
Previous Close: 0.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.42%
1 Month  
+50.00%
3 Months  
+73.08%
YTD  
+50.00%
1 Year  
+4.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.380
1M High / 1M Low: 0.430 0.300
6M High / 6M Low: 0.430 0.170
High (YTD): 2024-05-27 0.430
Low (YTD): 2024-04-16 0.170
52W High: 2023-07-21 0.490
52W Low: 2023-10-25 0.160
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.305
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   105.71%
Volatility 6M:   118.95%
Volatility 1Y:   106.42%
Volatility 3Y:   -