DZ Bank Call 2.5 CEC 20.12.2024
/ DE000DW80817
DZ Bank Call 2.5 CEC 20.12.2024/ DE000DW80817 /
9/6/2024 9:34:43 PM |
Chg.-0.030 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
-8.82% |
0.300 Bid Size: 6,500 |
0.360 Ask Size: 6,500 |
CECONOMY AG INH O.N... |
2.50 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
1/11/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.60 |
Historic volatility: |
0.49 |
Parity: |
0.06 |
Time value: |
0.30 |
Break-even: |
2.86 |
Moneyness: |
1.02 |
Premium: |
0.12 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.06 |
Spread %: |
20.00% |
Delta: |
0.60 |
Theta: |
0.00 |
Omega: |
4.28 |
Rho: |
0.00 |
Quote data
Open: |
0.330 |
High: |
0.350 |
Low: |
0.300 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.51% |
1 Month |
|
|
-31.11% |
3 Months |
|
|
-65.56% |
YTD |
|
|
-43.64% |
1 Year |
|
|
-26.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.310 |
1M High / 1M Low: |
0.570 |
0.310 |
6M High / 6M Low: |
1.050 |
0.080 |
High (YTD): |
6/12/2024 |
1.050 |
Low (YTD): |
3/22/2024 |
0.080 |
52W High: |
6/12/2024 |
1.050 |
52W Low: |
3/22/2024 |
0.080 |
Avg. price 1W: |
|
0.342 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.448 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.482 |
Avg. volume 6M: |
|
11.628 |
Avg. price 1Y: |
|
0.410 |
Avg. volume 1Y: |
|
5.859 |
Volatility 1M: |
|
250.00% |
Volatility 6M: |
|
190.72% |
Volatility 1Y: |
|
203.40% |
Volatility 3Y: |
|
- |