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DZ Bank Call 40 EBO 20.12.2024/  DE000DW0QL59  /

Frankfurt Zert./DZB
31/07/2024  15:04:31 Chg.-0.030 Bid15:24:27 Ask15:24:27 Underlying Strike price Expiration date Option type
0.900EUR -3.23% 0.900
Bid Size: 50,000		 0.920
Ask Size: 50,000		 ERSTE GROUP BNK INH.... 40.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.88
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.84
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 0.84
Time value: 0.15
Break-even: 49.90
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 6.45%
Delta: 0.84
Theta: -0.01
Omega: 4.13
Rho: 0.12
 

Quote data

Open: 0.940
High: 0.970
Low: 0.900
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month  
+50.00%
3 Months  
+83.67%
YTD  
+350.00%
1 Year  
+233.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.780
1M High / 1M Low: 0.930 0.690
6M High / 6M Low: 0.930 0.140
High (YTD): 30/07/2024 0.930
Low (YTD): 05/03/2024 0.140
52W High: 30/07/2024 0.930
52W Low: 23/10/2023 0.090
Avg. price 1W:   0.862
Avg. volume 1W:   0.000
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   0.341
Avg. volume 1Y:   0.000
Volatility 1M:   76.16%
Volatility 6M:   136.75%
Volatility 1Y:   141.29%
Volatility 3Y:   -