DZ Bank Call 40 EBO 20.12.2024
/ DE000DW0QL59
DZ Bank Call 40 EBO 20.12.2024/ DE000DW0QL59 /
| 2024-07-05 9:34:32 PM |
Chg.-0.010 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-1.27% |
0.780
Bid Size: 5,000 |
0.840
Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.22 |
| Break-even: |
48.40 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
7.69% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.32 |
| Rho: |
0.13 |
Quote data
| Open: |
0.800 |
| High: |
0.820 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
+16.42% |
| 3 Months |
|
|
+95.00% |
| YTD |
|
|
+290.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.690 |
| 1M High / 1M Low: |
0.790 |
0.480 |
| 6M High / 6M Low: |
0.790 |
0.140 |
| High (YTD): |
2024-07-04 |
0.790 |
| Low (YTD): |
2024-03-05 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.431 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.95% |
| Volatility 6M: |
|
139.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
