DZ Bank Call 40 VOS 20.12.2024
/ DE000DW832X8
DZ Bank Call 40 VOS 20.12.2024/ DE000DW832X8 /
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: |
|
- |