DZ Bank Call 6 ENL 19.12.2024
/ DE000DW8TGU6
DZ Bank Call 6 ENL 19.12.2024/ DE000DW8TGU6 /
15/10/2024 21:34:48 |
Chg.+0.010 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
+0.83% |
1.220 Bid Size: 3,250 |
1.320 Ask Size: 3,250 |
ENEL S.P.A. ... |
6.00 EUR |
19/12/2024 |
Call |
Master data
WKN: |
DW8TGU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ENEL S.P.A. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 EUR |
Maturity: |
19/12/2024 |
Issue date: |
02/01/2023 |
Last trading day: |
18/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
1.18 |
Implied volatility: |
0.42 |
Historic volatility: |
0.16 |
Parity: |
1.18 |
Time value: |
0.12 |
Break-even: |
7.30 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.10 |
Spread %: |
8.33% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
4.81 |
Rho: |
0.01 |
Quote data
Open: |
1.270 |
High: |
1.290 |
Low: |
1.190 |
Previous Close: |
1.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.74% |
1 Month |
|
|
+4.31% |
3 Months |
|
|
+47.56% |
YTD |
|
|
+31.52% |
1 Year |
|
|
+255.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
0.970 |
1M High / 1M Low: |
1.220 |
0.970 |
6M High / 6M Low: |
1.220 |
0.190 |
High (YTD): |
01/10/2024 |
1.220 |
Low (YTD): |
16/04/2024 |
0.190 |
52W High: |
01/10/2024 |
1.220 |
52W Low: |
16/04/2024 |
0.190 |
Avg. price 1W: |
|
1.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.112 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.786 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.678 |
Avg. volume 1Y: |
|
9.412 |
Volatility 1M: |
|
89.69% |
Volatility 6M: |
|
143.06% |
Volatility 1Y: |
|
136.55% |
Volatility 3Y: |
|
- |