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DZ Bank Call 30 R6C0 20.12.2024/  DE000DW83VW9  /

Frankfurt Zert./DZB
2024-10-31  9:34:40 PM Chg.+0.050 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.130EUR +62.50% 0.130
Bid Size: 10,000		 0.180
Ask Size: 10,000		 SHELL PLC 30.00 - 2024-12-20 Call
 

Master data

WKN: DW83VW
Issuer: DZ Bank AG
Currency: EUR
Underlying: SHELL PLC
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.40
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.01
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.01
Time value: 0.10
Break-even: 31.10
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.56
Theta: -0.01
Omega: 15.33
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.130
Low: 0.110
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -13.33%
3 Months
  -66.67%
YTD
  -45.83%
1 Year
  -63.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.080
1M High / 1M Low: 0.240 0.080
6M High / 6M Low: 0.500 0.080
High (YTD): 2024-05-13 0.500
Low (YTD): 2024-10-30 0.080
52W High: 2024-05-13 0.500
52W Low: 2024-10-30 0.080
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.278
Avg. volume 1Y:   0.000
Volatility 1M:   340.87%
Volatility 6M:   218.64%
Volatility 1Y:   179.71%
Volatility 3Y:   -