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DZ Bank Call 2 CEC 20.12.2024/  DE000DW80809  /

Frankfurt Zert./DZB
6/28/2024  9:34:29 PM Chg.-0.120 Bid9:57:58 PM Ask9:57:58 PM Underlying Strike price Expiration date Option type
1.090EUR -9.92% 1.050
Bid Size: 6,500		 1.140
Ask Size: 6,500		 CECONOMY AG INH O.N... 2.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.61
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.97
Implied volatility: 0.72
Historic volatility: 0.49
Parity: 0.97
Time value: 0.17
Break-even: 3.14
Moneyness: 1.49
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.09
Spread %: 8.57%
Delta: 0.86
Theta: 0.00
Omega: 2.24
Rho: 0.01
 

Quote data

Open: 1.230
High: 1.230
Low: 1.090
Previous Close: 1.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.50%
1 Month
  -6.84%
3 Months  
+263.33%
YTD  
+31.33%
1 Year  
+36.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 1.090
1M High / 1M Low: 1.450 1.090
6M High / 6M Low: 1.450 0.220
High (YTD): 6/18/2024 1.450
Low (YTD): 3/22/2024 0.220
52W High: 6/18/2024 1.450
52W Low: 3/22/2024 0.220
Avg. price 1W:   1.202
Avg. volume 1W:   0.000
Avg. price 1M:   1.294
Avg. volume 1M:   0.000
Avg. price 6M:   0.688
Avg. volume 6M:   0.000
Avg. price 1Y:   0.698
Avg. volume 1Y:   0.000
Volatility 1M:   118.03%
Volatility 6M:   122.96%
Volatility 1Y:   137.78%
Volatility 3Y:   -