DZ Bank Call 2 CEC 20.12.2024
/ DE000DW80809
DZ Bank Call 2 CEC 20.12.2024/ DE000DW80809 /
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: |
|
- |