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DZ Bank Call 24 FRE 20.12.2024/  DE000DW83K31  /

EUWAX
2024-07-31  8:14:02 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.840EUR -2.33% -
Bid Size: -		 -
Ask Size: -		 FRESENIUS SE+CO.KGAA... 24.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.58
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.79
Implied volatility: 0.48
Historic volatility: 0.23
Parity: 0.79
Time value: 0.10
Break-even: 32.90
Moneyness: 1.33
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.30%
Delta: 0.88
Theta: -0.01
Omega: 3.14
Rho: 0.07
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+58.49%
3 Months  
+61.54%
YTD  
+33.33%
1 Year  
+21.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.800
1M High / 1M Low: 0.870 0.520
6M High / 6M Low: 0.870 0.290
High (YTD): 2024-07-29 0.870
Low (YTD): 2024-04-04 0.290
52W High: 2023-09-20 0.880
52W Low: 2024-04-04 0.290
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.674
Avg. volume 1M:   0.000
Avg. price 6M:   0.512
Avg. volume 6M:   0.000
Avg. price 1Y:   0.565
Avg. volume 1Y:   0.000
Volatility 1M:   95.13%
Volatility 6M:   106.32%
Volatility 1Y:   99.53%
Volatility 3Y:   -