OverviewChartNewsTraderScreen

DZ Bank Call 32.5 1SXP 20.12.2024/  DE000DW0VNN0  /

Frankfurt Zert./DZB
05/11/2024  13:08:38 Chg.+0.010 Bid21:58:04 Ask05/11/2024 Underlying Strike price Expiration date Option type
0.130EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 SCHOTT PHARMA INH O.... 32.50 - 20/12/2024 Call
 

Master data

WKN: DW0VNN
Issuer: DZ Bank AG
Currency: EUR
Underlying: SCHOTT PHARMA INH O.N.
Type: Warrant
Option type: Call
Strike price: 32.50 -
Maturity: 20/12/2024
Issue date: 28/09/2023
Last trading day: 05/11/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.50
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.39
Parity: -0.38
Time value: 0.14
Break-even: 33.90
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 3.25
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.35
Theta: -0.03
Omega: 7.13
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -68.29%
YTD
  -80.60%
1 Year
  -68.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: 0.880 0.110
High (YTD): 20/03/2024 1.160
Low (YTD): 10/10/2024 0.110
52W High: 20/03/2024 1.160
52W Low: 10/10/2024 0.110
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.521
Avg. volume 1Y:   0.000
Volatility 1M:   288.53%
Volatility 6M:   261.42%
Volatility 1Y:   202.63%
Volatility 3Y:   -