DZ Bank Call 36 WSU/D 20.12.2024
/ DE000DW83258
DZ Bank Call 36 WSU/D 20.12.2024/ DE000DW83258 /
10/11/2024 5:04:26 PM |
Chg.+0.020 |
Bid5:29:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+4.17% |
- Bid Size: - |
- Ask Size: - |
WASHTEC AG O.N. |
36.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DW8325 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
WASHTEC AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
12/20/2024 |
Issue date: |
1/12/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
0.37 |
Time value: |
0.11 |
Break-even: |
40.80 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
4.35% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
6.39 |
Rho: |
0.05 |
Quote data
Open: |
0.480 |
High: |
0.550 |
Low: |
0.480 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+42.86% |
3 Months |
|
|
-5.66% |
YTD |
|
|
+61.29% |
1 Year |
|
|
+13.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.430 |
1M High / 1M Low: |
0.480 |
0.310 |
6M High / 6M Low: |
0.790 |
0.220 |
High (YTD): |
6/11/2024 |
0.790 |
Low (YTD): |
8/23/2024 |
0.220 |
52W High: |
6/11/2024 |
0.790 |
52W Low: |
8/23/2024 |
0.220 |
Avg. price 1W: |
|
0.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.388 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.501 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.452 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
109.07% |
Volatility 6M: |
|
140.74% |
Volatility 1Y: |
|
140.68% |
Volatility 3Y: |
|
- |