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DZ Bank Call 18 PHI1 20.12.2024/  DE000DW83R75  /

EUWAX
8/2/2024  9:06:29 AM Chg.-0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.850EUR -1.16% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 18.00 - 12/20/2024 Call
 

Master data

WKN: DW83R7
Issuer: DZ Bank AG
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.93
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.81
Implied volatility: 0.58
Historic volatility: 0.39
Parity: 0.81
Time value: 0.08
Break-even: 26.90
Moneyness: 1.45
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.30%
Delta: 0.89
Theta: -0.01
Omega: 2.62
Rho: 0.06
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.81%
1 Month  
+19.72%
3 Months  
+21.43%
YTD  
+93.18%
1 Year  
+165.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.840
1M High / 1M Low: 0.970 0.620
6M High / 6M Low: 0.970 0.190
High (YTD): 7/30/2024 0.970
Low (YTD): 4/19/2024 0.190
52W High: 7/30/2024 0.970
52W Low: 4/19/2024 0.190
Avg. price 1W:   0.886
Avg. volume 1W:   0.000
Avg. price 1M:   0.723
Avg. volume 1M:   0.000
Avg. price 6M:   0.495
Avg. volume 6M:   0.000
Avg. price 1Y:   0.420
Avg. volume 1Y:   0.000
Volatility 1M:   132.19%
Volatility 6M:   369.67%
Volatility 1Y:   272.65%
Volatility 3Y:   -