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DZ Bank Call 9.5 FTE 20.12.2024/  DE000DW83R18  /

EUWAX
2024-06-14  9:16:27 AM Chg.-0.110 Bid4:59:00 PM Ask4:59:00 PM Underlying Strike price Expiration date Option type
0.440EUR -20.00% 0.400
Bid Size: 50,000		 0.410
Ask Size: 50,000		 ORANGE INH. ... 9.50 - 2024-12-20 Call
 

Master data

WKN: DW83R1
Issuer: DZ Bank AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.56
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.14
Parity: -0.06
Time value: 0.57
Break-even: 10.07
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 7.55%
Delta: 0.56
Theta: 0.00
Omega: 9.34
Rho: 0.02
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.93%
1 Month
  -63.33%
3 Months
  -62.71%
YTD
  -63.64%
1 Year
  -68.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 0.550
1M High / 1M Low: 1.450 0.550
6M High / 6M Low: 2.010 0.550
High (YTD): 2024-01-23 2.010
Low (YTD): 2024-06-13 0.550
52W High: 2023-12-04 2.020
52W Low: 2024-06-13 0.550
Avg. price 1W:   0.830
Avg. volume 1W:   0.000
Avg. price 1M:   1.155
Avg. volume 1M:   0.000
Avg. price 6M:   1.354
Avg. volume 6M:   0.000
Avg. price 1Y:   1.459
Avg. volume 1Y:   0.000
Volatility 1M:   165.98%
Volatility 6M:   114.87%
Volatility 1Y:   98.27%
Volatility 3Y:   -