DZ Bank Call 75 GOB 20.12.2024
/ DE000DW83KK7
DZ Bank Call 75 GOB 20.12.2024/ DE000DW83KK7 /
| 2024-06-07 9:07:00 AM |
Chg.-0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-5.32% |
-
Bid Size: - |
-
Ask Size: - |
ST GOBAIN ... |
75.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW83KK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
0.47 |
| Time value: |
0.39 |
| Break-even: |
83.60 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
4.88% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
6.65 |
| Rho: |
0.26 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.30% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+134.21% |
| YTD |
|
|
+128.21% |
| 1 Year |
|
|
+394.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.890 |
| 1M High / 1M Low: |
1.090 |
0.890 |
| 6M High / 6M Low: |
1.090 |
0.190 |
| High (YTD): |
2024-05-16 |
1.090 |
| Low (YTD): |
2024-01-23 |
0.190 |
| 52W High: |
2024-05-16 |
1.090 |
| 52W Low: |
2023-10-25 |
0.050 |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.502 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.343 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
90.61% |
| Volatility 6M: |
|
135.93% |
| Volatility 1Y: |
|
164.84% |
| Volatility 3Y: |
|
- |
