OverviewChartNewsTraderScreen

DZ Bank Call 12 VH2 20.12.2024/  DE000DW9SWM0  /

Frankfurt Zert./DZB
2024-07-24  9:34:48 PM Chg.+0.040 Bid8:01:35 AM Ask8:01:35 AM Underlying Strike price Expiration date Option type
0.610EUR +7.02% 0.610
Bid Size: 625		 0.750
Ask Size: 625		 FR.VORWERK GRP SE IN... 12.00 - 2024-12-20 Call
 

Master data

WKN: DW9SWM
Issuer: DZ Bank AG
Currency: EUR
Underlying: FR.VORWERK GRP SE INH ON
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.45
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.64
Implied volatility: 0.86
Historic volatility: 0.42
Parity: 0.64
Time value: 0.11
Break-even: 19.50
Moneyness: 1.53
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.15
Spread %: 25.00%
Delta: 0.86
Theta: -0.01
Omega: 2.11
Rho: 0.03
 

Quote data

Open: 0.590
High: 0.670
Low: 0.590
Previous Close: 0.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.96%
1 Month
  -3.17%
3 Months  
+64.86%
YTD  
+27.08%
1 Year  
+117.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.570
1M High / 1M Low: 0.710 0.570
6M High / 6M Low: 0.710 0.370
High (YTD): 2024-07-08 0.710
Low (YTD): 2024-01-18 0.360
52W High: 2024-07-08 0.710
52W Low: 2023-08-15 0.190
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.639
Avg. volume 1M:   0.000
Avg. price 6M:   0.494
Avg. volume 6M:   23.622
Avg. price 1Y:   0.401
Avg. volume 1Y:   11.719
Volatility 1M:   84.63%
Volatility 6M:   93.52%
Volatility 1Y:   120.83%
Volatility 3Y:   -