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DZ Bank Call 36 FPE3 20.12.2024/  DE000DW81FS4  /

EUWAX
25/07/2024  08:09:56 Chg.-0.020 Bid10:36:23 Ask10:36:23 Underlying Strike price Expiration date Option type
0.440EUR -4.35% 0.330
Bid Size: 75,000		 0.340
Ask Size: 75,000		 FUCHS SE VZO NA O.N... 36.00 EUR 20/12/2024 Call
 

Master data

WKN: DW81FS
Issuer: DZ Bank AG
Currency: EUR
Underlying: FUCHS SE VZO NA O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.55
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.33
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.33
Time value: 0.19
Break-even: 41.20
Moneyness: 1.09
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 13.04%
Delta: 0.73
Theta: -0.01
Omega: 5.51
Rho: 0.10
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.03%
1 Month
  -45.68%
3 Months
  -48.84%
YTD
  -35.29%
1 Year
  -21.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.460
1M High / 1M Low: 0.810 0.460
6M High / 6M Low: 1.100 0.460
High (YTD): 08/04/2024 1.100
Low (YTD): 24/07/2024 0.460
52W High: 08/04/2024 1.100
52W Low: 20/10/2023 0.340
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.684
Avg. volume 1M:   0.000
Avg. price 6M:   0.808
Avg. volume 6M:   0.000
Avg. price 1Y:   0.676
Avg. volume 1Y:   0.000
Volatility 1M:   66.20%
Volatility 6M:   90.87%
Volatility 1Y:   103.77%
Volatility 3Y:   -