DZ Bank Call 40 VOS 20.12.2024
/ DE000DW832X8
DZ Bank Call 40 VOS 20.12.2024/ DE000DW832X8 /
| 06/09/2024 18:11:33 |
Chg.-0.120 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-15.79% |
-
Bid Size: - |
-
Ask Size: - |
VOSSLOH AG O.N. |
40.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
12/01/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.58 |
| Time value: |
0.15 |
| Break-even: |
47.20 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
14.29% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.10 |
| Rho: |
0.08 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.640 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.89% |
| 1 Month |
|
|
-24.71% |
| 3 Months |
|
|
-35.35% |
| YTD |
|
|
+28.00% |
| 1 Year |
|
|
+18.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.640 |
| 1M High / 1M Low: |
0.940 |
0.640 |
| 6M High / 6M Low: |
1.110 |
0.380 |
| High (YTD): |
26/07/2024 |
1.110 |
| Low (YTD): |
25/01/2024 |
0.340 |
| 52W High: |
26/07/2024 |
1.110 |
| 52W Low: |
31/10/2023 |
0.200 |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.780 |
| Avg. volume 6M: |
|
210.938 |
| Avg. price 1Y: |
|
0.577 |
| Avg. volume 1Y: |
|
117.647 |
| Volatility 1M: |
|
89.54% |
| Volatility 6M: |
|
113.39% |
| Volatility 1Y: |
|
117.82% |
| Volatility 3Y: |
|
- |
