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DZ Bank Call 30 GLJ 20.12.2024/  DE000DW81GN3  /

Frankfurt Zert./DZB
2024-08-09  9:04:27 PM Chg.-0.010 Bid2024-08-09 Ask2024-08-09 Underlying Strike price Expiration date Option type
0.050EUR -16.67% 0.050
Bid Size: 10,000		 0.110
Ask Size: 10,000		 GRENKE AG NA O.N. 30.00 - 2024-12-20 Call
 

Master data

WKN: DW81GN
Issuer: DZ Bank AG
Currency: EUR
Underlying: GRENKE AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.88
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.33
Parity: -0.38
Time value: 0.12
Break-even: 31.20
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.61
Spread abs.: 0.06
Spread %: 100.00%
Delta: 0.34
Theta: -0.01
Omega: 7.43
Rho: 0.03
 

Quote data

Open: 0.060
High: 0.090
Low: 0.048
Previous Close: 0.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month  
+35.14%
3 Months  
+733.33%
YTD
  -64.29%
1 Year
  -81.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.050
1M High / 1M Low: 0.130 0.037
6M High / 6M Low: 0.130 0.001
High (YTD): 2024-07-31 0.130
Low (YTD): 2024-07-02 0.001
52W High: 2023-08-09 0.270
52W Low: 2024-07-02 0.001
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   2,173.913
Avg. price 6M:   0.032
Avg. volume 6M:   393.701
Avg. price 1Y:   0.064
Avg. volume 1Y:   195.313
Volatility 1M:   505.67%
Volatility 6M:   2,943.13%
Volatility 1Y:   2,085.90%
Volatility 3Y:   -