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DZ Bank Call 100 SQU 20.12.2024/  DE000DW83100  /

Frankfurt Zert./DZB
2024-07-08  9:34:53 PM Chg.-0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.970EUR -3.00% 0.970
Bid Size: 4,000		 1.050
Ask Size: 4,000		 VINCI S.A. INH. EO... 100.00 - 2024-12-20 Call
 

Master data

WKN: DW8310
Issuer: DZ Bank AG
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.65
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.52
Implied volatility: 0.26
Historic volatility: 0.16
Parity: 0.52
Time value: 0.57
Break-even: 110.90
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 7.92%
Delta: 0.68
Theta: -0.03
Omega: 6.59
Rho: 0.28
 

Quote data

Open: 0.920
High: 1.130
Low: 0.920
Previous Close: 1.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.88%
1 Month
  -33.10%
3 Months
  -45.81%
YTD
  -46.70%
1 Year
  -27.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.730
1M High / 1M Low: 1.050 0.620
6M High / 6M Low: 2.250 0.620
High (YTD): 2024-02-07 2.250
Low (YTD): 2024-06-28 0.620
52W High: 2024-02-07 2.250
52W Low: 2024-06-28 0.620
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.795
Avg. volume 1M:   0.000
Avg. price 6M:   1.703
Avg. volume 6M:   0.000
Avg. price 1Y:   1.569
Avg. volume 1Y:   0.000
Volatility 1M:   216.27%
Volatility 6M:   118.06%
Volatility 1Y:   100.79%
Volatility 3Y:   -