DZ Bank Call 30 GLJ 20.12.2024/  DE000DW81GN3  /

EUWAX
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:   -