DZ Bank Call 40 VOS 20.12.2024/  DE000DW832X8  /

EUWAX
2024-10-10  6:09:59 PM Chg.-0.080 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.810EUR -8.99% -
Bid Size: -
-
Ask Size: -
VOSSLOH AG O.N. 40.00 - 2024-12-20 Call
 

Master data

WKN: DW832X
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOSSLOH AG O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.75
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.90
Implied volatility: 0.54
Historic volatility: 0.20
Parity: 0.90
Time value: 0.14
Break-even: 50.30
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.15
Spread %: 17.05%
Delta: 0.84
Theta: -0.02
Omega: 3.99
Rho: 0.06
 

Quote data

Open: 0.930
High: 0.950
Low: 0.810
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+17.39%
3 Months     0.00%
YTD  
+62.00%
1 Year  
+179.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.890
1M High / 1M Low: 0.930 0.640
6M High / 6M Low: 1.110 0.490
High (YTD): 2024-07-26 1.110
Low (YTD): 2024-01-25 0.340
52W High: 2024-07-26 1.110
52W Low: 2023-10-31 0.200
Avg. price 1W:   0.900
Avg. volume 1W:   0.000
Avg. price 1M:   0.805
Avg. volume 1M:   0.000
Avg. price 6M:   0.821
Avg. volume 6M:   207.692
Avg. price 1Y:   0.611
Avg. volume 1Y:   117.188
Volatility 1M:   75.71%
Volatility 6M:   106.68%
Volatility 1Y:   116.80%
Volatility 3Y:   -