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DZ Bank Call 40 EBO 20.12.2024/  DE000DW0QL59  /

EUWAX
2024-09-24  8:21:57 AM Chg.-0.070 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.810EUR -7.95% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 40.00 EUR 2024-12-20 Call
 

Master data

WKN: DW0QL5
Issuer: DZ Bank AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.48
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.77
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 0.77
Time value: 0.10
Break-even: 48.70
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 11.54%
Delta: 0.86
Theta: -0.01
Omega: 4.72
Rho: 0.08
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -10.00%
3 Months  
+42.11%
YTD  
+305.00%
1 Year  
+575.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.810
1M High / 1M Low: 1.030 0.810
6M High / 6M Low: 1.030 0.260
High (YTD): 2024-09-03 1.030
Low (YTD): 2024-03-05 0.140
52W High: 2024-09-03 1.030
52W Low: 2023-10-26 0.100
Avg. price 1W:   0.852
Avg. volume 1W:   0.000
Avg. price 1M:   0.892
Avg. volume 1M:   0.000
Avg. price 6M:   0.669
Avg. volume 6M:   0.000
Avg. price 1Y:   0.441
Avg. volume 1Y:   0.000
Volatility 1M:   80.56%
Volatility 6M:   133.08%
Volatility 1Y:   133.84%
Volatility 3Y:   -