DZ Bank Call 30 GLJ 20.12.2024
/ DE000DW81GN3
DZ Bank Call 30 GLJ 20.12.2024/ DE000DW81GN3 /
09/08/2024 18:09:39 |
Chg.-0.002 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
-4.00% |
- Bid Size: - |
- Ask Size: - |
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: |
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: |
0.050 |
High: |
0.090 |
Low: |
0.048 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
+29.73% |
3 Months |
|
|
+585.71% |
YTD |
|
|
-63.08% |
1 Year |
|
|
-80.00% |
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): |
31/07/2024 |
0.130 |
Low (YTD): |
02/07/2024 |
0.001 |
52W High: |
09/08/2023 |
0.240 |
52W Low: |
02/07/2024 |
0.001 |
Avg. price 1W: |
|
0.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.033 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.063 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
451.67% |
Volatility 6M: |
|
4,787.73% |
Volatility 1Y: |
|
3,384.71% |
Volatility 3Y: |
|
- |