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DZ Bank Call 28 GLJ 20.12.2024/  DE000DW81GM5  /

Frankfurt Zert./DZB
15/10/2024  21:35:13 Chg.+0.020 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
0.070EUR +40.00% -
Bid Size: -		 -
Ask Size: -		 GRENKE AG NA O.N. 28.00 - 20/12/2024 Call
 

Master data

WKN: DW81GM
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRENKE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.90
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.34
Parity: -0.21
Time value: 0.10
Break-even: 29.00
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.87
Spread abs.: 0.06
Spread %: 150.00%
Delta: 0.37
Theta: -0.01
Omega: 9.47
Rho: 0.02
 

Quote data

Open: 0.043
High: 0.090
Low: 0.043
Previous Close: 0.050
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+94.44%
1 Month  
+6900.00%
3 Months
  -61.11%
YTD
  -65.00%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.036
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: 0.240 0.001
High (YTD): 30/07/2024 0.240
Low (YTD): 26/09/2024 0.001
52W High: 30/07/2024 0.240
52W Low: 26/09/2024 0.001
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.077
Avg. volume 1Y:   0.000
Volatility 1M:   3,827.19%
Volatility 6M:   8,437.83%
Volatility 1Y:   5,969.42%
Volatility 3Y:   -