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DZ Bank Call 2 CEC 20.12.2024/  DE000DW80809  /

Frankfurt Zert./DZB
16/07/2024  16:34:44 Chg.+0.130 Bid16:46:11 Ask16:46:11 Underlying Strike price Expiration date Option type
1.100EUR +13.40% 1.080
Bid Size: 65,000		 1.110
Ask Size: 65,000		 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: 2.71
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.87
Implied volatility: 0.78
Historic volatility: 0.48
Parity: 0.87
Time value: 0.19
Break-even: 3.06
Moneyness: 1.43
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.09
Spread %: 9.28%
Delta: 0.84
Theta: 0.00
Omega: 2.27
Rho: 0.01
 

Quote data

Open: 0.960
High: 1.100
Low: 0.960
Previous Close: 0.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.57%
1 Month
  -12.70%
3 Months  
+134.04%
YTD  
+32.53%
1 Year
  -5.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.920
1M High / 1M Low: 1.450 0.920
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:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   1.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.711
Avg. volume 6M:   0.000
Avg. price 1Y:   0.703
Avg. volume 1Y:   0.000
Volatility 1M:   115.50%
Volatility 6M:   122.64%
Volatility 1Y:   136.75%
Volatility 3Y:   -