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DZ Bank Call 40 EBO 20.12.2024/  DE000DW0QL59  /

Frankfurt Zert./DZB
8/9/2024  9:34:48 PM Chg.+0.060 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.720EUR +9.09% 0.720
Bid Size: 5,000		 0.780
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: 5.89
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.59
Implied volatility: 0.36
Historic volatility: 0.20
Parity: 0.59
Time value: 0.19
Break-even: 47.80
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 8.33%
Delta: 0.79
Theta: -0.01
Omega: 4.64
Rho: 0.10
 

Quote data

Open: 0.670
High: 0.730
Low: 0.670
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.03%
1 Month
  -8.86%
3 Months  
+18.03%
YTD  
+260.00%
1 Year  
+242.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.530
1M High / 1M Low: 0.930 0.530
6M High / 6M Low: 0.930 0.140
High (YTD): 7/30/2024 0.930
Low (YTD): 3/5/2024 0.140
52W High: 7/30/2024 0.930
52W Low: 10/23/2023 0.090
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.768
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   0.355
Avg. volume 1Y:   0.000
Volatility 1M:   135.77%
Volatility 6M:   143.12%
Volatility 1Y:   144.41%
Volatility 3Y:   -