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DZ Bank Call 22.5 1SXP 20.12.2024/  DE000DW0VNH2  /

EUWAX
2024-11-05  8:21:47 AM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.760EUR - -
Bid Size: -		 -
Ask Size: -		 SCHOTT PHARMA INH O.... 22.50 - 2024-12-20 Call
 

Master data

WKN: DW0VNH
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHOTT PHARMA INH O.N.
Type: Warrant
Option type: Call
Strike price: 22.50 -
Maturity: 2024-12-20
Issue date: 2023-09-28
Last trading day: 2024-11-05
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.62
Implied volatility: 1.21
Historic volatility: 0.39
Parity: 0.62
Time value: 0.18
Break-even: 30.50
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 0.70
Spread abs.: 0.05
Spread %: 6.67%
Delta: 0.79
Theta: -0.04
Omega: 2.84
Rho: 0.02
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.770
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month  
+2.70%
3 Months
  -27.62%
YTD
  -39.20%
1 Year
  -18.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.760
1M High / 1M Low: 1.010 0.700
6M High / 6M Low: 1.700 0.570
High (YTD): 2024-03-21 1.960
Low (YTD): 2024-06-24 0.570
52W High: 2024-03-21 1.960
52W Low: 2024-06-24 0.570
Avg. price 1W:   0.770
Avg. volume 1W:   0.000
Avg. price 1M:   0.835
Avg. volume 1M:   0.000
Avg. price 6M:   0.965
Avg. volume 6M:   0.000
Avg. price 1Y:   1.194
Avg. volume 1Y:   0.000
Volatility 1M:   108.99%
Volatility 6M:   127.17%
Volatility 1Y:   103.85%
Volatility 3Y:   -