DZ Bank Call 10 FTE 20.12.2024/  DE000DW83R26  /

Frankfurt Zert./DZB
2024-11-15  9:34:32 PM Chg.-0.042 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.048EUR -46.67% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.00 - 2024-12-20 Call
 

Master data

WKN: DW83R2
Issuer: DZ Bank AG
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 113.88
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.15
Parity: -0.21
Time value: 0.09
Break-even: 10.09
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 86.96%
Delta: 0.34
Theta: 0.00
Omega: 38.23
Rho: 0.00
 

Quote data

Open: 0.052
High: 0.065
Low: 0.048
Previous Close: 0.090
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -65.71%
1 Month
  -87.03%
3 Months
  -90.40%
YTD
  -95.00%
1 Year
  -96.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.029
1M High / 1M Low: 0.370 0.029
6M High / 6M Low: 1.060 0.029
High (YTD): 2024-01-23 1.660
Low (YTD): 2024-11-13 0.029
52W High: 2023-12-04 1.670
52W Low: 2024-11-13 0.029
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.509
Avg. volume 6M:   0.000
Avg. price 1Y:   0.807
Avg. volume 1Y:   0.000
Volatility 1M:   902.48%
Volatility 6M:   399.73%
Volatility 1Y:   291.67%
Volatility 3Y:   -