DZ Bank Call 92 EVD 20.12.2024
/ DE000DW83KP6
DZ Bank Call 92 EVD 20.12.2024/ DE000DW83KP6 /
2024-09-27 10:34:49 AM |
Chg.+0.010 |
Bid10:38:12 AM |
Ask10:38:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+2.04% |
0.510 Bid Size: 75,000 |
0.520 Ask Size: 75,000 |
CTS EVENTIM KGAA |
92.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW83KP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CTS EVENTIM KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-0.07 |
Time value: |
0.53 |
Break-even: |
97.30 |
Moneyness: |
0.99 |
Premium: |
0.07 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
6.00% |
Delta: |
0.53 |
Theta: |
-0.04 |
Omega: |
9.15 |
Rho: |
0.10 |
Quote data
Open: |
0.490 |
High: |
0.520 |
Low: |
0.490 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+38.89% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
+127.27% |
YTD |
|
|
+575.68% |
1 Year |
|
|
+963.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.360 |
1M High / 1M Low: |
0.490 |
0.190 |
6M High / 6M Low: |
0.560 |
0.100 |
High (YTD): |
2024-04-08 |
0.560 |
Low (YTD): |
2024-01-22 |
0.024 |
52W High: |
2024-04-08 |
0.560 |
52W Low: |
2024-01-22 |
0.024 |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.329 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.284 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.193 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
321.88% |
Volatility 6M: |
|
304.62% |
Volatility 1Y: |
|
317.79% |
Volatility 3Y: |
|
- |