DZ Bank Call 36 GBF 20.12.2024
/ DE000DW8NRY8
DZ Bank Call 36 GBF 20.12.2024/ DE000DW8NRY8 /
| 2024-08-02 6:12:13 PM |
Chg.-0.11 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
-7.53% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.42 |
| High: |
1.42 |
| Low: |
1.35 |
| Previous Close: |
1.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.78% |
| 1 Month |
|
|
-2.17% |
| 3 Months |
|
|
+60.71% |
| YTD |
|
|
+221.43% |
| 1 Year |
|
|
+229.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.35 |
| 1M High / 1M Low: |
1.65 |
1.31 |
| 6M High / 6M Low: |
1.66 |
0.49 |
| High (YTD): |
2024-05-20 |
1.66 |
| Low (YTD): |
2024-01-03 |
0.36 |
| 52W High: |
2024-05-20 |
1.66 |
| 52W Low: |
2023-09-27 |
0.29 |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.78 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.46% |
| Volatility 6M: |
|
104.24% |
| Volatility 1Y: |
|
106.84% |
| Volatility 3Y: |
|
- |
