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DZ Bank Call 28 GLJ 20.12.2024/  DE000DW81GM5  /

EUWAX
2024-08-09  6:09:39 PM Chg.-0.010 Bid6:20:18 PM Ask6:20:18 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 14,000		 0.160
Ask Size: 14,000		 GRENKE AG NA O.N. 28.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.58
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.33
Parity: -0.18
Time value: 0.18
Break-even: 29.80
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 50.00%
Delta: 0.45
Theta: -0.01
Omega: 6.63
Rho: 0.04
 

Quote data

Open: 0.120
High: 0.160
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.25%
1 Month  
+22.22%
3 Months  
+266.67%
YTD
  -42.11%
1 Year
  -64.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.230 0.090
6M High / 6M Low: 0.230 0.001
High (YTD): 2024-07-31 0.230
Low (YTD): 2024-07-02 0.001
52W High: 2023-08-09 0.310
52W Low: 2024-07-02 0.001
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   434.783
Avg. price 6M:   0.066
Avg. volume 6M:   78.740
Avg. price 1Y:   0.102
Avg. volume 1Y:   78.125
Volatility 1M:   333.74%
Volatility 6M:   1,991.32%
Volatility 1Y:   1,412.18%
Volatility 3Y:   -