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DZ Bank Call 90 EVD 20.12.2024/  DE000DW81AL0  /

Frankfurt Zert./DZB
2024-06-25  5:04:26 PM Chg.-0.010 Bid2024-06-25 Ask2024-06-25 Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 75,000		 0.250
Ask Size: 75,000		 CTS EVENTIM KGAA 90.00 - 2024-12-20 Call
 

Master data

WKN: DW81AL
Issuer: DZ Bank AG
Currency: EUR
Underlying: CTS EVENTIM KGAA
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.15
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.26
Parity: -1.13
Time value: 0.27
Break-even: 92.70
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.31
Theta: -0.02
Omega: 8.93
Rho: 0.10
 

Quote data

Open: 0.240
High: 0.260
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -46.67%
3 Months  
+14.29%
YTD  
+166.67%
1 Year  
+20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.250
1M High / 1M Low: 0.500 0.220
6M High / 6M Low: 0.640 0.032
High (YTD): 2024-04-08 0.640
Low (YTD): 2024-01-22 0.032
52W High: 2024-04-08 0.640
52W Low: 2024-01-22 0.032
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   0.209
Avg. volume 1Y:   0.000
Volatility 1M:   323.40%
Volatility 6M:   303.29%
Volatility 1Y:   261.22%
Volatility 3Y:   -