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DZ Bank Call 20 EVK 20.12.2024/  DE000DW81EM0  /

EUWAX
2024-09-05  6:09:38 PM Chg.0.000 Bid6:18:13 PM Ask6:18:13 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% 0.090
Bid Size: 52,500		 0.110
Ask Size: 52,500		 EVONIK INDUSTRIES NA... 20.00 - 2024-12-20 Call
 

Master data

WKN: DW81EM
Issuer: DZ Bank AG
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.54
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.02
Time value: 0.12
Break-even: 21.20
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 33.33%
Delta: 0.54
Theta: -0.01
Omega: 8.89
Rho: 0.03
 

Quote data

Open: 0.090
High: 0.110
Low: 0.090
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+50.00%
3 Months  
+21.62%
YTD     0.00%
1 Year
  -18.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.110 0.036
6M High / 6M Low: 0.140 0.022
High (YTD): 2024-05-14 0.140
Low (YTD): 2024-03-18 0.022
52W High: 2024-05-14 0.140
52W Low: 2024-03-18 0.022
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   8,527.132
Avg. price 1Y:   0.074
Avg. volume 1Y:   6,445.313
Volatility 1M:   237.27%
Volatility 6M:   200.21%
Volatility 1Y:   186.93%
Volatility 3Y:   -