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DZ Bank Call 30 GLJ 20.12.2024/  DE000DW81GN3  /

Frankfurt Zert./DZB
15/10/2024  21:35:12 Chg.+0.011 Bid21:58:10 Ask21:58:10 Underlying Strike price Expiration date Option type
0.015EUR +275.00% 0.013
Bid Size: 4,000		 0.073
Ask Size: 4,000		 GRENKE AG NA O.N. 30.00 - 20/12/2024 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: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.46
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.34
Parity: -0.41
Time value: 0.06
Break-even: 30.61
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 1.52
Spread abs.: 0.06
Spread %: 6,000.00%
Delta: 0.24
Theta: -0.01
Omega: 10.30
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.033
Low: 0.004
Previous Close: 0.004
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1400.00%
1 Month  
+1400.00%
3 Months
  -85.00%
YTD
  -89.29%
1 Year
  -65.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.001
1M High / 1M Low: 0.015 0.001
6M High / 6M Low: 0.130 0.001
High (YTD): 31/07/2024 0.130
Low (YTD): 09/10/2024 0.001
52W High: 29/12/2023 0.140
52W Low: 09/10/2024 0.001
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   384.615
Avg. price 1Y:   0.042
Avg. volume 1Y:   195.313
Volatility 1M:   1,525.52%
Volatility 6M:   2,992.44%
Volatility 1Y:   2,133.89%
Volatility 3Y:   -