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DZ Bank Call 36 COK 20.12.2024/  DE000DW808R0  /

EUWAX
2024-07-09  8:09:51 AM Chg.-0.010 Bid9:02:04 AM Ask9:02:04 AM Underlying Strike price Expiration date Option type
0.190EUR -5.00% 0.210
Bid Size: 50,000		 0.220
Ask Size: 50,000		 CANCOM SE O.N. 36.00 - 2024-12-20 Call
 

Master data

WKN: DW808R
Issuer: DZ Bank AG
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.07
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.33
Parity: -0.28
Time value: 0.22
Break-even: 38.20
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.44
Theta: -0.01
Omega: 6.56
Rho: 0.05
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month  
+58.33%
3 Months  
+35.71%
YTD
  -13.64%
1 Year  
+18.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.200
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 0.220 0.074
High (YTD): 2024-07-04 0.220
Low (YTD): 2024-03-20 0.074
52W High: 2024-07-04 0.220
52W Low: 2023-10-25 0.054
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.150
Avg. volume 6M:   0.000
Avg. price 1Y:   0.142
Avg. volume 1Y:   0.000
Volatility 1M:   212.63%
Volatility 6M:   205.03%
Volatility 1Y:   204.67%
Volatility 3Y:   -