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DZ Bank Call 65 BNR 20.12.2024/  DE000DW808E8  /

Frankfurt Zert./DZB
2024-06-14  9:34:40 PM Chg.-0.030 Bid9:58:19 PM Ask9:58:19 PM Underlying Strike price Expiration date Option type
0.490EUR -5.77% 0.490
Bid Size: 7,500		 0.530
Ask Size: 7,500		 BRENNTAG SE NA O.N. 65.00 - 2024-12-20 Call
 

Master data

WKN: DW808E
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.68
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.04
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.04
Time value: 0.52
Break-even: 70.60
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 7.69%
Delta: 0.59
Theta: -0.02
Omega: 6.90
Rho: 0.17
 

Quote data

Open: 0.480
High: 0.500
Low: 0.460
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.55%
1 Month
  -44.32%
3 Months
  -68.59%
YTD
  -75.74%
1 Year
  -67.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.500
1M High / 1M Low: 0.880 0.460
6M High / 6M Low: 2.220 0.460
High (YTD): 2024-03-01 2.220
Low (YTD): 2024-06-04 0.460
52W High: 2024-03-01 2.220
52W Low: 2024-06-04 0.460
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   43.478
Avg. price 6M:   1.460
Avg. volume 6M:   16
Avg. price 1Y:   1.398
Avg. volume 1Y:   7.813
Volatility 1M:   125.80%
Volatility 6M:   96.91%
Volatility 1Y:   84.25%
Volatility 3Y:   -