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DZ Bank Call 45 VOS 20.12.2024/  DE000DW832Z3  /

Frankfurt Zert./DZB
17/09/2024  21:04:43 Chg.+0.010 Bid17/09/2024 Ask17/09/2024 Underlying Strike price Expiration date Option type
0.380EUR +2.70% 0.380
Bid Size: 10,000		 0.430
Ask Size: 10,000		 VOSSLOH AG O.N. 45.00 - 20/12/2024 Call
 

Master data

WKN: DW832Z
Issuer: DZ Bank AG
Currency: EUR
Underlying: VOSSLOH AG O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.21
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.21
Time value: 0.22
Break-even: 49.20
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 16.67%
Delta: 0.66
Theta: -0.02
Omega: 7.44
Rho: 0.07
 

Quote data

Open: 0.370
High: 0.390
Low: 0.320
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month
  -19.15%
3 Months
  -13.64%
YTD  
+46.15%
1 Year  
+31.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.290
1M High / 1M Low: 0.560 0.280
6M High / 6M Low: 0.680 0.150
High (YTD): 29/07/2024 0.680
Low (YTD): 15/03/2024 0.140
52W High: 29/07/2024 0.680
52W Low: 31/10/2023 0.070
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.423
Avg. volume 6M:   0.000
Avg. price 1Y:   0.292
Avg. volume 1Y:   0.000
Volatility 1M:   184.58%
Volatility 6M:   180.25%
Volatility 1Y:   181.30%
Volatility 3Y:   -