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DZ Bank Call 40 EBO 20.12.2024/  DE000DW0QL59  /

Frankfurt Zert./DZB
7/29/2024  9:34:52 PM Chg.+0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.890EUR +3.49% 0.880
Bid Size: 5,000		 0.940
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 40.00 EUR 12/20/2024 Call
 

Master data

WKN: DW0QL5
Issuer: DZ Bank AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 12/20/2024
Issue date: 7/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.78
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.78
Time value: 0.15
Break-even: 49.20
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 6.98%
Delta: 0.85
Theta: -0.01
Omega: 4.39
Rho: 0.12
 

Quote data

Open: 0.870
High: 0.900
Low: 0.870
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.88%
1 Month  
+48.33%
3 Months  
+81.63%
YTD  
+345.00%
1 Year  
+242.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.780
1M High / 1M Low: 0.860 0.690
6M High / 6M Low: 0.860 0.140
High (YTD): 7/26/2024 0.860
Low (YTD): 3/5/2024 0.140
52W High: 7/26/2024 0.860
52W Low: 10/23/2023 0.090
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.781
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   0.337
Avg. volume 1Y:   0.000
Volatility 1M:   79.08%
Volatility 6M:   137.11%
Volatility 1Y:   141.77%
Volatility 3Y:   -