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DZ Bank Call 9 BOY 20.12.2024/  DE000DW807N1  /

EUWAX
2024-06-14  9:11:47 AM Chg.-0.120 Bid12:07:20 PM Ask12:07:20 PM Underlying Strike price Expiration date Option type
0.820EUR -12.77% 0.760
Bid Size: 50,000		 0.770
Ask Size: 50,000		 BCO BIL.VIZ.ARG.NOM.... 9.00 EUR 2024-12-20 Call
 

Master data

WKN: DW807N
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.48
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.12
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.12
Time value: 0.75
Break-even: 9.87
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 4.82%
Delta: 0.60
Theta: 0.00
Omega: 6.30
Rho: 0.02
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.40%
1 Month
  -36.92%
3 Months
  -48.75%
YTD  
+70.83%
1 Year  
+241.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.270 0.940
1M High / 1M Low: 1.660 0.940
6M High / 6M Low: 2.580 0.330
High (YTD): 2024-04-29 2.580
Low (YTD): 2024-01-29 0.330
52W High: 2024-04-29 2.580
52W Low: 2023-09-08 0.190
Avg. price 1W:   1.150
Avg. volume 1W:   0.000
Avg. price 1M:   1.353
Avg. volume 1M:   0.000
Avg. price 6M:   1.195
Avg. volume 6M:   0.000
Avg. price 1Y:   0.767
Avg. volume 1Y:   0.000
Volatility 1M:   147.10%
Volatility 6M:   162.50%
Volatility 1Y:   149.92%
Volatility 3Y:   -