DZ Bank Call 30 VVD 20.12.2024/  DE000DW831L5  /

EUWAX
08/10/2024  15:34:49 Chg.-0.010 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.090EUR -10.00% -
Bid Size: -
-
Ask Size: -
VEOLIA ENVIRONNE. EO... 30.00 - 20/12/2024 Call
 

Master data

WKN: DW831L
Issuer: DZ Bank AG
Currency: EUR
Underlying: VEOLIA ENVIRONNE. EO 5
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.52
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -0.08
Time value: 0.11
Break-even: 31.10
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.38
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.45
Theta: -0.01
Omega: 11.97
Rho: 0.02
 

Quote data

Open: 0.088
High: 0.090
Low: 0.088
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -40.00%
3 Months
  -57.14%
YTD
  -55.00%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.160 0.100
6M High / 6M Low: 0.310 0.077
High (YTD): 06/06/2024 0.310
Low (YTD): 13/08/2024 0.077
52W High: 06/06/2024 0.310
52W Low: 13/08/2024 0.077
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   461.538
Avg. price 1Y:   0.173
Avg. volume 1Y:   235.294
Volatility 1M:   157.63%
Volatility 6M:   179.40%
Volatility 1Y:   156.39%
Volatility 3Y:   -