DZ Bank Call 45 VOS 20.12.2024/  DE000DW832Z3  /

EUWAX
5/17/2024  6:11:34 PM Chg.+0.030 Bid9:28:18 PM Ask9:28:18 PM Underlying Strike price Expiration date Option type
0.430EUR +7.50% 0.430
Bid Size: 10,000
0.480
Ask Size: 10,000
VOSSLOH AG O.N. 45.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.01
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.11
Implied volatility: 0.25
Historic volatility: 0.17
Parity: 0.11
Time value: 0.36
Break-even: 49.60
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 15.00%
Delta: 0.63
Theta: -0.01
Omega: 6.31
Rho: 0.15
 

Quote data

Open: 0.410
High: 0.460
Low: 0.400
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.27%
1 Month  
+79.17%
3 Months  
+152.94%
YTD  
+72.00%
1 Year
  -2.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.400
1M High / 1M Low: 0.470 0.210
6M High / 6M Low: 0.470 0.140
High (YTD): 5/9/2024 0.470
Low (YTD): 3/15/2024 0.140
52W High: 5/9/2024 0.470
52W Low: 10/31/2023 0.070
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.246
Avg. volume 1Y:   19.531
Volatility 1M:   190.48%
Volatility 6M:   181.62%
Volatility 1Y:   163.95%
Volatility 3Y:   -