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DZ Bank Call 26.5 1SXP 20.12.2024/  DE000DW0VNK6  /

EUWAX
10/4/2024  12:27:13 PM Chg.+0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.490EUR +4.26% -
Bid Size: -		 -
Ask Size: -		 SCHOTT PHARMA INH O.... 26.50 - 12/20/2024 Call
 

Master data

WKN: DW0VNK
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHOTT PHARMA INH O.N.
Type: Warrant
Option type: Call
Strike price: 26.50 -
Maturity: 12/20/2024
Issue date: 9/28/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.56
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.35
Implied volatility: 0.63
Historic volatility: 0.40
Parity: 0.35
Time value: 0.19
Break-even: 31.90
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.34
Spread abs.: 0.06
Spread %: 12.50%
Delta: 0.72
Theta: -0.02
Omega: 4.03
Rho: 0.03
 

Quote data

Open: 0.450
High: 0.490
Low: 0.450
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -44.32%
3 Months
  -24.62%
YTD
  -48.96%
1 Year
  -47.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.470
1M High / 1M Low: 0.900 0.470
6M High / 6M Low: 1.540 0.340
High (YTD): 3/21/2024 1.620
Low (YTD): 6/24/2024 0.340
52W High: 3/21/2024 1.620
52W Low: 6/24/2024 0.340
Avg. price 1W:   0.520
Avg. volume 1W:   0.000
Avg. price 1M:   0.644
Avg. volume 1M:   0.000
Avg. price 6M:   0.799
Avg. volume 6M:   0.000
Avg. price 1Y:   0.916
Avg. volume 1Y:   0.000
Volatility 1M:   114.41%
Volatility 6M:   163.99%
Volatility 1Y:   133.17%
Volatility 3Y:   -