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DZ Bank Call 35 FPE3 20.12.2024/  DE000DW81FR6  /

Frankfurt Zert./DZB
25/07/2024  10:34:35 Chg.-0.150 Bid10:45:29 Ask10:45:29 Underlying Strike price Expiration date Option type
0.390EUR -27.78% 0.390
Bid Size: 75,000		 0.400
Ask Size: 75,000		 FUCHS SE VZO NA O.N... 35.00 EUR 20/12/2024 Call
 

Master data

WKN: DW81FR
Issuer: DZ Bank AG
Currency: EUR
Underlying: FUCHS SE VZO NA O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.54
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.43
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 0.43
Time value: 0.17
Break-even: 41.00
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 11.11%
Delta: 0.77
Theta: -0.01
Omega: 5.02
Rho: 0.10
 

Quote data

Open: 0.480
High: 0.520
Low: 0.390
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -43.48%
1 Month
  -54.65%
3 Months
  -58.51%
YTD
  -47.30%
1 Year
  -36.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.540
1M High / 1M Low: 0.870 0.540
6M High / 6M Low: 1.190 0.540
High (YTD): 05/04/2024 1.190
Low (YTD): 24/07/2024 0.540
52W High: 05/04/2024 1.190
52W Low: 21/09/2023 0.380
Avg. price 1W:   0.616
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   0.883
Avg. volume 6M:   0.000
Avg. price 1Y:   0.743
Avg. volume 1Y:   57.813
Volatility 1M:   75.03%
Volatility 6M:   81.95%
Volatility 1Y:   96.49%
Volatility 3Y:   -