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DZ Bank Call 24.5 1SXP 20.12.2024/  DE000DW0VNJ8  /

Frankfurt Zert./DZB
11/5/2024  1:08:33 PM Chg.0.000 Bid9:58:04 PM Ask11/5/2024 Underlying Strike price Expiration date Option type
0.580EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SCHOTT PHARMA INH O.... 24.50 - 12/20/2024 Call
 

Master data

WKN: DW0VNJ
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHOTT PHARMA INH O.N.
Type: Warrant
Option type: Call
Strike price: 24.50 -
Maturity: 12/20/2024
Issue date: 9/28/2023
Last trading day: 11/5/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.63
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.42
Implied volatility: 1.03
Historic volatility: 0.39
Parity: 0.42
Time value: 0.20
Break-even: 30.70
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 0.80
Spread abs.: 0.05
Spread %: 8.77%
Delta: 0.74
Theta: -0.04
Omega: 3.42
Rho: 0.02
 

Quote data

Open: 0.580
High: 0.610
Low: 0.580
Previous Close: 0.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.69%
1 Month     0.00%
3 Months
  -38.30%
YTD
  -50.43%
1 Year
  -27.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.580
1M High / 1M Low: 0.830 0.540
6M High / 6M Low: 1.510 0.450
High (YTD): 3/20/2024 1.780
Low (YTD): 6/21/2024 0.450
52W High: 3/20/2024 1.780
52W Low: 6/21/2024 0.450
Avg. price 1W:   0.583
Avg. volume 1W:   0.000
Avg. price 1M:   0.664
Avg. volume 1M:   0.000
Avg. price 6M:   0.793
Avg. volume 6M:   0.000
Avg. price 1Y:   1.029
Avg. volume 1Y:   0.000
Volatility 1M:   127.32%
Volatility 6M:   141.75%
Volatility 1Y:   116.34%
Volatility 3Y:   -