OverviewChartNewsTraderScreen

DZ Bank Call 30 VVD 20.12.2024/  DE000DW831L5  /

EUWAX
2024-06-07  12:08:12 PM Chg.-0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.280EUR -9.68% -
Bid Size: -		 -
Ask Size: -		 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: 10.31
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.09
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.09
Time value: 0.21
Break-even: 33.00
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 11.11%
Delta: 0.65
Theta: -0.01
Omega: 6.65
Rho: 0.09
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+40.00%
3 Months  
+64.71%
YTD  
+40.00%
1 Year
  -15.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.270
1M High / 1M Low: 0.310 0.190
6M High / 6M Low: 0.310 0.090
High (YTD): 2024-06-06 0.310
Low (YTD): 2024-04-17 0.090
52W High: 2023-07-21 0.380
52W Low: 2024-04-17 0.090
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   480
Avg. price 1Y:   0.221
Avg. volume 1Y:   234.375
Volatility 1M:   113.02%
Volatility 6M:   142.68%
Volatility 1Y:   126.74%
Volatility 3Y:   -