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DZ Bank Call 45 VOS 20.12.2024/  DE000DW832Z3  /

EUWAX
2024-05-21  8:16:23 AM Chg.+0.010 Bid10:00:33 AM Ask10:00:33 AM Underlying Strike price Expiration date Option type
0.460EUR +2.22% 0.490
Bid Size: 40,000		 0.510
Ask Size: 40,000		 VOSSLOH AG O.N. 45.00 - 2024-12-20 Call
 

Master data

WKN: DW832Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOSSLOH AG O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.94
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.15
Implied volatility: 0.28
Historic volatility: 0.17
Parity: 0.15
Time value: 0.37
Break-even: 50.20
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 13.04%
Delta: 0.64
Theta: -0.01
Omega: 5.74
Rho: 0.14
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month  
+119.05%
3 Months  
+206.67%
YTD  
+84.00%
1 Year  
+2.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.400
1M High / 1M Low: 0.470 0.220
6M High / 6M Low: 0.470 0.140
High (YTD): 2024-05-09 0.470
Low (YTD): 2024-03-15 0.140
52W High: 2024-05-09 0.470
52W Low: 2023-10-31 0.070
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   0.245
Avg. volume 1Y:   19.608
Volatility 1M:   187.39%
Volatility 6M:   180.92%
Volatility 1Y:   164.37%
Volatility 3Y:   -