DZ Bank Call 35 WSU/D 20.12.2024/  DE000DW83241  /

Frankfurt Zert./DZB
09/07/2024  09:05:05 Chg.-0.020 Bid09/07/2024 Ask- Underlying Strike price Expiration date Option type
0.640EUR -3.03% 0.640
Bid Size: 20,000
-
Ask Size: -
WASHTEC AG O.N. 35.00 - 20/12/2024 Call
 

Master data

WKN: DW8324
Issuer: DZ Bank AG
Currency: EUR
Underlying: WASHTEC AG O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.09
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.40
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.40
Time value: 0.24
Break-even: 41.40
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.73
Theta: -0.01
Omega: 4.46
Rho: 0.10
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -23.81%
3 Months
  -3.03%
YTD  
+88.24%
1 Year
  -5.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.640
1M High / 1M Low: 0.860 0.630
6M High / 6M Low: 0.860 0.270
High (YTD): 11/06/2024 0.860
Low (YTD): 13/02/2024 0.270
52W High: 11/06/2024 0.860
52W Low: 13/02/2024 0.270
Avg. price 1W:   0.660
Avg. volume 1W:   0.000
Avg. price 1M:   0.716
Avg. volume 1M:   0.000
Avg. price 6M:   0.581
Avg. volume 6M:   0.000
Avg. price 1Y:   0.534
Avg. volume 1Y:   0.000
Volatility 1M:   73.77%
Volatility 6M:   130.62%
Volatility 1Y:   124.90%
Volatility 3Y:   -