OverviewChartNewsTraderScreen

DZ Bank Call 36 FPE3 20.12.2024/  DE000DW81FS4  /

EUWAX
11/4/2024  12:51:51 PM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.820EUR - -
Bid Size: -		 -
Ask Size: -		 FUCHS SE VZO NA O.N... 36.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 1/11/2023
Last trading day: 11/4/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.03
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.78
Implied volatility: 0.61
Historic volatility: 0.21
Parity: 0.78
Time value: 0.09
Break-even: 44.70
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.07
Spread %: 8.75%
Delta: 0.85
Theta: -0.03
Omega: 4.30
Rho: 0.03
 

Quote data

Open: 0.790
High: 0.820
Low: 0.790
Previous Close: 0.670
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+41.38%
1 Month  
+30.16%
3 Months  
+78.26%
YTD  
+20.59%
1 Year  
+26.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.580
1M High / 1M Low: 0.820 0.550
6M High / 6M Low: 1.040 0.300
High (YTD): 4/8/2024 1.100
Low (YTD): 8/29/2024 0.300
52W High: 4/8/2024 1.100
52W Low: 8/29/2024 0.300
Avg. price 1W:   0.675
Avg. volume 1W:   0.000
Avg. price 1M:   0.651
Avg. volume 1M:   0.000
Avg. price 6M:   0.646
Avg. volume 6M:   0.000
Avg. price 1Y:   0.683
Avg. volume 1Y:   0.000
Volatility 1M:   132.63%
Volatility 6M:   138.63%
Volatility 1Y:   117.71%
Volatility 3Y:   -