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DZ Bank Call 13 INN1 20.12.2024/  DE000DW0E0N1  /

Frankfurt Zert./DZB
2024-11-14  1:35:17 PM Chg.+0.130 Bid1:56:43 PM Ask1:56:43 PM Underlying Strike price Expiration date Option type
1.770EUR +7.93% 1.770
Bid Size: 45,000		 1.790
Ask Size: 45,000		 ING GROEP NV EO... 13.00 - 2024-12-20 Call
 

Master data

WKN: DW0E0N
Issuer: DZ Bank AG
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 13.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.61
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.63
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 1.63
Time value: 0.07
Break-even: 14.70
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.08
Spread %: 4.94%
Delta: 0.94
Theta: 0.00
Omega: 8.10
Rho: 0.01
 

Quote data

Open: 1.740
High: 1.810
Low: 1.680
Previous Close: 1.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.11%
1 Month
  -42.72%
3 Months
  -36.10%
YTD  
+25.53%
1 Year  
+86.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.190 1.640
1M High / 1M Low: 3.130 1.640
6M High / 6M Low: 4.140 1.640
High (YTD): 2024-07-23 4.140
Low (YTD): 2024-02-09 0.490
52W High: 2024-07-23 4.140
52W Low: 2024-02-09 0.490
Avg. price 1W:   1.996
Avg. volume 1W:   0.000
Avg. price 1M:   2.660
Avg. volume 1M:   0.000
Avg. price 6M:   3.288
Avg. volume 6M:   0.000
Avg. price 1Y:   2.415
Avg. volume 1Y:   0.000
Volatility 1M:   100.42%
Volatility 6M:   86.13%
Volatility 1Y:   105.24%
Volatility 3Y:   -