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DZ Bank Call 65 BSN 20.12.2024/  DE000DW81AZ0  /

Frankfurt Zert./DZB
2024-06-20  4:04:29 PM Chg.-0.024 Bid4:30:49 PM Ask4:30:49 PM Underlying Strike price Expiration date Option type
0.076EUR -24.00% 0.075
Bid Size: 100,000		 0.085
Ask Size: 100,000		 DANONE S.A. EO -,25 65.00 - 2024-12-20 Call
 

Master data

WKN: DW81AZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: DANONE S.A. EO -,25
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: 45.32
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.13
Parity: -0.61
Time value: 0.13
Break-even: 66.30
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.29
Theta: -0.01
Omega: 13.14
Rho: 0.08
 

Quote data

Open: 0.090
High: 0.090
Low: 0.061
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -45.71%
1 Month
  -49.33%
3 Months
  -41.54%
YTD
  -55.29%
1 Year
  -55.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.150 0.100
6M High / 6M Low: 0.270 0.060
High (YTD): 2024-01-29 0.270
Low (YTD): 2024-04-04 0.060
52W High: 2024-01-29 0.270
52W Low: 2023-10-02 0.054
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   195.22%
Volatility 6M:   182.41%
Volatility 1Y:   170.04%
Volatility 3Y:   -