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DZ Bank Call 36 GBF 20.12.2024/  DE000DW8NRY8  /

Frankfurt Zert./DZB
2024-08-02  9:34:56 PM Chg.-0.110 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.330EUR -7.64% 1.330
Bid Size: 6,000		 1.420
Ask Size: 6,000		 BILFINGER SE O.N. 36.00 - 2024-12-20 Call
 

Master data

WKN: DW8NRY
Issuer: DZ Bank AG
Currency: EUR
Underlying: BILFINGER SE O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.43
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.28
Implied volatility: 0.49
Historic volatility: 0.25
Parity: 1.28
Time value: 0.15
Break-even: 50.20
Moneyness: 1.35
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 6.77%
Delta: 0.88
Theta: -0.01
Omega: 3.04
Rho: 0.11
 

Quote data

Open: 1.420
High: 1.420
Low: 1.330
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.28%
1 Month
  -4.32%
3 Months  
+56.47%
YTD  
+216.67%
1 Year  
+232.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.640 1.330
1M High / 1M Low: 1.660 1.320
6M High / 6M Low: 1.660 0.480
High (YTD): 2024-07-19 1.660
Low (YTD): 2024-01-03 0.360
52W High: 2024-07-19 1.660
52W Low: 2023-08-24 0.290
Avg. price 1W:   1.486
Avg. volume 1W:   0.000
Avg. price 1M:   1.458
Avg. volume 1M:   0.000
Avg. price 6M:   1.122
Avg. volume 6M:   0.000
Avg. price 1Y:   0.780
Avg. volume 1Y:   0.000
Volatility 1M:   93.22%
Volatility 6M:   105.05%
Volatility 1Y:   106.44%
Volatility 3Y:   -