DZ Bank Call 36 WSU/D 20.12.2024/  DE000DW83258  /

Frankfurt Zert./DZB
2024-07-09  5:04:28 PM Chg.-0.060 Bid5:29:04 PM Ask- Underlying Strike price Expiration date Option type
0.530EUR -10.17% -
Bid Size: -
-
Ask Size: -
WASHTEC AG O.N. 36.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.61
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.30
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.30
Time value: 0.29
Break-even: 41.90
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.69
Theta: -0.01
Omega: 4.57
Rho: 0.09
 

Quote data

Open: 0.580
High: 0.580
Low: 0.510
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.67%
1 Month
  -31.17%
3 Months
  -13.11%
YTD  
+70.97%
1 Year
  -17.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.580
1M High / 1M Low: 0.790 0.570
6M High / 6M Low: 0.790 0.240
High (YTD): 2024-06-11 0.790
Low (YTD): 2024-02-13 0.240
52W High: 2024-06-11 0.790
52W Low: 2024-02-13 0.240
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.652
Avg. volume 1M:   0.000
Avg. price 6M:   0.531
Avg. volume 6M:   0.000
Avg. price 1Y:   0.490
Avg. volume 1Y:   0.000
Volatility 1M:   76.65%
Volatility 6M:   138.24%
Volatility 1Y:   130.09%
Volatility 3Y:   -