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DZ Bank Call 24 FRE 20.12.2024/  DE000DW83K31  /

Frankfurt Zert./DZB
9/6/2024  9:35:07 PM Chg.-0.080 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.960EUR -7.69% 0.950
Bid Size: 15,000		 0.990
Ask Size: 15,000		 FRESENIUS SE+CO.KGAA... 24.00 - 12/20/2024 Call
 

Master data

WKN: DW83K3
Issuer: DZ Bank AG
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.36
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.92
Implied volatility: 0.52
Historic volatility: 0.23
Parity: 0.92
Time value: 0.07
Break-even: 33.90
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 4.21%
Delta: 0.91
Theta: -0.01
Omega: 3.05
Rho: 0.06
 

Quote data

Open: 1.030
High: 1.030
Low: 0.940
Previous Close: 1.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month  
+28.00%
3 Months  
+29.73%
YTD  
+52.38%
1 Year  
+47.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.960
1M High / 1M Low: 1.040 0.740
6M High / 6M Low: 1.040 0.290
High (YTD): 9/5/2024 1.040
Low (YTD): 4/3/2024 0.290
52W High: 9/5/2024 1.040
52W Low: 4/3/2024 0.290
Avg. price 1W:   1.000
Avg. volume 1W:   0.000
Avg. price 1M:   0.890
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   53.98%
Volatility 6M:   90.12%
Volatility 1Y:   94.43%
Volatility 3Y:   -