DZ Bank Call 40 VOS 20.12.2024/  DE000DW832X8  /

EUWAX
2024-09-25  6:10:02 PM Chg.+0.010 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.810EUR +1.25% -
Bid Size: -
-
Ask Size: -
VOSSLOH AG O.N. 40.00 - 2024-12-20 Call
 

Master data

WKN: DW832X
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOSSLOH AG O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.08
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.78
Implied volatility: 0.50
Historic volatility: 0.20
Parity: 0.78
Time value: 0.17
Break-even: 49.40
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.15
Spread %: 18.99%
Delta: 0.81
Theta: -0.02
Omega: 4.13
Rho: 0.07
 

Quote data

Open: 0.780
High: 0.830
Low: 0.780
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month
  -5.81%
3 Months
  -4.71%
YTD  
+62.00%
1 Year  
+107.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.750
1M High / 1M Low: 0.860 0.640
6M High / 6M Low: 1.110 0.490
High (YTD): 2024-07-26 1.110
Low (YTD): 2024-01-25 0.340
52W High: 2024-07-26 1.110
52W Low: 2023-10-31 0.200
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.760
Avg. volume 1M:   0.000
Avg. price 6M:   0.802
Avg. volume 6M:   209.302
Avg. price 1Y:   0.588
Avg. volume 1Y:   117.188
Volatility 1M:   101.99%
Volatility 6M:   108.09%
Volatility 1Y:   118.17%
Volatility 3Y:   -