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DZ Bank Call 2.5 CEC 20.12.2024/  DE000DW80817  /

Frankfurt Zert./DZB
08/07/2024  15:34:50 Chg.+0.010 Bid08/07/2024 Ask08/07/2024 Underlying Strike price Expiration date Option type
0.650EUR +1.56% 0.650
Bid Size: 65,000		 0.670
Ask Size: 65,000		 CECONOMY AG INH O.N... 2.50 - 20/12/2024 Call
 

Master data

WKN: DW8081
Issuer: DZ Bank AG
Currency: EUR
Underlying: CECONOMY AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 2.50 -
Maturity: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.09
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.37
Implied volatility: 0.66
Historic volatility: 0.49
Parity: 0.37
Time value: 0.33
Break-even: 3.20
Moneyness: 1.15
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.06
Spread %: 9.38%
Delta: 0.71
Theta: 0.00
Omega: 2.92
Rho: 0.01
 

Quote data

Open: 0.640
High: 0.670
Low: 0.640
Previous Close: 0.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.96%
1 Month
  -27.78%
3 Months  
+364.29%
YTD  
+18.18%
1 Year  
+8.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.620
1M High / 1M Low: 1.050 0.620
6M High / 6M Low: 1.050 0.080
High (YTD): 12/06/2024 1.050
Low (YTD): 22/03/2024 0.080
52W High: 12/06/2024 1.050
52W Low: 22/03/2024 0.080
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.848
Avg. volume 1M:   0.000
Avg. price 6M:   0.427
Avg. volume 6M:   11.811
Avg. price 1Y:   0.448
Avg. volume 1Y:   5.906
Volatility 1M:   162.38%
Volatility 6M:   172.49%
Volatility 1Y:   192.44%
Volatility 3Y:   -