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DZ Bank Call 30 VVD 20.12.2024/  DE000DW831L5  /

Frankfurt Zert./DZB
2024-06-20  3:34:52 PM Chg.+0.020 Bid2024-06-20 Ask2024-06-20 Underlying Strike price Expiration date Option type
0.180EUR +12.50% 0.180
Bid Size: 100,000		 0.190
Ask Size: 100,000		 VEOLIA ENVIRONNE. EO... 30.00 - 2024-12-20 Call
 

Master data

WKN: DW831L
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.03
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.14
Time value: 0.19
Break-even: 31.90
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.48
Theta: -0.01
Omega: 7.19
Rho: 0.06
 

Quote data

Open: 0.170
High: 0.180
Low: 0.170
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -30.77%
3 Months  
+12.50%
YTD
  -10.00%
1 Year
  -47.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.320 0.150
6M High / 6M Low: 0.320 0.100
High (YTD): 2024-06-06 0.320
Low (YTD): 2024-04-17 0.100
52W High: 2023-07-21 0.380
52W Low: 2024-04-17 0.100
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.195
Avg. volume 6M:   120
Avg. price 1Y:   0.213
Avg. volume 1Y:   117.188
Volatility 1M:   156.55%
Volatility 6M:   148.99%
Volatility 1Y:   131.52%
Volatility 3Y:   -