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DZ Bank Call 25 GLJ 20.12.2024/  DE000DW81GL7  /

EUWAX
2024-08-09  6:09:42 PM Chg.-0.010 Bid6:20:20 PM Ask6:20:20 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.260
Bid Size: 14,000		 0.310
Ask Size: 14,000		 GRENKE AG NA O.N. 25.00 - 2024-12-20 Call
 

Master data

WKN: DW81GL
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRENKE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.72
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.13
Implied volatility: 0.41
Historic volatility: 0.33
Parity: 0.13
Time value: 0.22
Break-even: 28.40
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.06
Spread %: 21.43%
Delta: 0.65
Theta: -0.01
Omega: 4.98
Rho: 0.05
 

Quote data

Open: 0.270
High: 0.330
Low: 0.260
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month  
+23.81%
3 Months  
+160.00%
YTD
  -18.75%
1 Year
  -39.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 0.420 0.210
6M High / 6M Low: 0.420 0.022
High (YTD): 2024-07-31 0.420
Low (YTD): 2024-06-14 0.022
52W High: 2023-08-09 0.430
52W Low: 2024-06-14 0.022
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.347
Avg. volume 1M:   0.000
Avg. price 6M:   0.154
Avg. volume 6M:   1,299.213
Avg. price 1Y:   0.194
Avg. volume 1Y:   644.531
Volatility 1M:   206.84%
Volatility 6M:   703.40%
Volatility 1Y:   511.04%
Volatility 3Y:   -