DZ Bank Call 6.5 ENL 19.12.2024
/ DE000DW8TGV4
DZ Bank Call 6.5 ENL 19.12.2024/ DE000DW8TGV4 /
| 15/10/2024 09:05:40 |
Chg.+0.090 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
ENEL S.P.A. ... |
6.50 - |
19/12/2024 |
Call |
Master data
| WKN: |
DW8TGV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ENEL S.P.A. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 - |
| Maturity: |
19/12/2024 |
| Issue date: |
02/01/2023 |
| Last trading day: |
18/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
0.68 |
| Time value: |
0.13 |
| Break-even: |
7.31 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
6.58% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
7.22 |
| Rho: |
0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.11% |
| 1 Month |
|
|
+5.19% |
| 3 Months |
|
|
+55.77% |
| YTD |
|
|
+32.79% |
| 1 Year |
|
|
+285.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.570 |
| 1M High / 1M Low: |
0.840 |
0.570 |
| 6M High / 6M Low: |
0.840 |
0.130 |
| High (YTD): |
17/09/2024 |
0.840 |
| Low (YTD): |
11/04/2024 |
0.110 |
| 52W High: |
17/09/2024 |
0.840 |
| 52W Low: |
11/04/2024 |
0.110 |
| Avg. price 1W: |
|
0.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.457 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.402 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
140.09% |
| Volatility 6M: |
|
152.22% |
| Volatility 1Y: |
|
150.21% |
| Volatility 3Y: |
|
- |
