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DZ Bank Call 2 CEC 20.12.2024/  DE000DW80809  /

Frankfurt Zert./DZB
14/08/2024  21:34:40 Chg.-0.160 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
0.650EUR -19.75% 0.650
Bid Size: 6,500		 0.740
Ask Size: 6,500		 CECONOMY AG INH O.N... 2.00 - 20/12/2024 Call
 

Master data

WKN: DW8080
Issuer: DZ Bank AG
Currency: EUR
Underlying: CECONOMY AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 2.00 -
Maturity: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.23
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.71
Implied volatility: 0.65
Historic volatility: 0.47
Parity: 0.71
Time value: 0.13
Break-even: 2.84
Moneyness: 1.36
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 3.70%
Delta: 0.84
Theta: 0.00
Omega: 2.73
Rho: 0.01
 

Quote data

Open: 0.820
High: 0.820
Low: 0.650
Previous Close: 0.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -37.50%
3 Months
  -5.80%
YTD
  -21.69%
1 Year
  -36.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.780
1M High / 1M Low: 1.060 0.780
6M High / 6M Low: 1.450 0.220
High (YTD): 18/06/2024 1.450
Low (YTD): 22/03/2024 0.220
52W High: 18/06/2024 1.450
52W Low: 22/03/2024 0.220
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.875
Avg. volume 1M:   0.000
Avg. price 6M:   0.749
Avg. volume 6M:   0.000
Avg. price 1Y:   0.686
Avg. volume 1Y:   0.000
Volatility 1M:   86.18%
Volatility 6M:   119.97%
Volatility 1Y:   137.29%
Volatility 3Y:   -