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DZ Bank Call 14 INN1 20.12.2024/  DE000DW0E0P6  /

Frankfurt Zert./DZB
2024-11-14  1:34:52 PM Chg.+0.080 Bid1:57:49 PM Ask1:57:49 PM Underlying Strike price Expiration date Option type
0.890EUR +9.88% 0.900
Bid Size: 45,000		 0.910
Ask Size: 45,000		 ING GROEP NV EO... 14.00 - 2024-12-20 Call
 

Master data

WKN: DW0E0P
Issuer: DZ Bank AG
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.63
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.63
Implied volatility: 0.23
Historic volatility: 0.20
Parity: 0.63
Time value: 0.20
Break-even: 14.83
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 5.06%
Delta: 0.76
Theta: -0.01
Omega: 13.32
Rho: 0.01
 

Quote data

Open: 0.880
High: 0.930
Low: 0.820
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.45%
1 Month
  -59.36%
3 Months
  -54.12%
YTD
  -4.30%
1 Year  
+45.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 0.810
1M High / 1M Low: 2.230 0.810
6M High / 6M Low: 3.250 0.810
High (YTD): 2024-07-22 3.250
Low (YTD): 2024-02-13 0.270
52W High: 2024-07-22 3.250
52W Low: 2024-02-13 0.270
Avg. price 1W:   1.110
Avg. volume 1W:   0.000
Avg. price 1M:   1.766
Avg. volume 1M:   0.000
Avg. price 6M:   2.427
Avg. volume 6M:   0.000
Avg. price 1Y:   1.737
Avg. volume 1Y:   0.000
Volatility 1M:   145.04%
Volatility 6M:   111.78%
Volatility 1Y:   127.03%
Volatility 3Y:   -