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DZ Bank Call 60 0B2 20.12.2024/  DE000DW0QK76  /

Frankfurt Zert./DZB
9/13/2024  9:34:32 PM Chg.-0.030 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
1.180EUR -2.48% 1.180
Bid Size: 5,000		 1.240
Ask Size: 5,000		 BAWAG GROUP AG 60.00 EUR 12/20/2024 Call
 

Master data

WKN: DW0QK7
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 12/20/2024
Issue date: 7/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.49
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.98
Implied volatility: 0.47
Historic volatility: 0.25
Parity: 0.98
Time value: 0.30
Break-even: 72.70
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 4.96%
Delta: 0.78
Theta: -0.03
Omega: 4.29
Rho: 0.11
 

Quote data

Open: 1.210
High: 1.220
Low: 1.140
Previous Close: 1.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.42%
1 Month  
+25.53%
3 Months  
+268.75%
YTD  
+807.69%
1 Year  
+883.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 1.090
1M High / 1M Low: 1.210 0.940
6M High / 6M Low: 1.210 0.210
High (YTD): 9/12/2024 1.210
Low (YTD): 1/17/2024 0.029
52W High: 9/12/2024 1.210
52W Low: 1/17/2024 0.029
Avg. price 1W:   1.150
Avg. volume 1W:   0.000
Avg. price 1M:   1.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.642
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   108.74%
Volatility 6M:   168.02%
Volatility 1Y:   237.46%
Volatility 3Y:   -