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DZ Bank Call 3 IES 19.12.2024/  DE000DW81J44  /

EUWAX
2024-06-10  9:05:14 AM Chg.-0.060 Bid1:29:57 PM Ask1:29:57 PM Underlying Strike price Expiration date Option type
0.660EUR -8.33% 0.670
Bid Size: 100,000		 0.680
Ask Size: 100,000		 INTESA SANPAOLO 3.00 - 2024-12-19 Call
 

Master data

WKN: DW81J4
Issuer: DZ Bank AG
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 3.00 -
Maturity: 2024-12-19
Issue date: 2023-01-11
Last trading day: 2024-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.05
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.59
Implied volatility: 0.29
Historic volatility: 0.21
Parity: 0.59
Time value: 0.12
Break-even: 3.71
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 4.41%
Delta: 0.85
Theta: 0.00
Omega: 4.30
Rho: 0.01
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month  
+10.00%
3 Months  
+153.85%
YTD  
+650.00%
1 Year  
+1733.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.670
1M High / 1M Low: 0.760 0.600
6M High / 6M Low: 0.760 0.070
High (YTD): 2024-05-20 0.760
Low (YTD): 2024-01-17 0.090
52W High: 2024-05-20 0.760
52W Low: 2023-10-25 0.024
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.690
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   120.24%
Volatility 6M:   140.38%
Volatility 1Y:   198.81%
Volatility 3Y:   -