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DZ Bank Call 60 0B2 20.12.2024/  DE000DW0QK76  /

Frankfurt Zert./DZB
18/10/2024  21:34:30 Chg.+0.100 Bid21:59:48 Ask21:59:48 Underlying Strike price Expiration date Option type
1.200EUR +9.09% 1.190
Bid Size: 5,000		 1.250
Ask Size: 5,000		 BAWAG GROUP AG 60.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.12
Implied volatility: 0.44
Historic volatility: 0.24
Parity: 1.12
Time value: 0.14
Break-even: 72.50
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 5.04%
Delta: 0.86
Theta: -0.03
Omega: 4.87
Rho: 0.08
 

Quote data

Open: 1.090
High: 1.210
Low: 1.090
Previous Close: 1.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.21%
1 Month
  -5.51%
3 Months  
+18.81%
YTD  
+823.08%
1 Year  
+990.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 1.020
1M High / 1M Low: 1.330 0.760
6M High / 6M Low: 1.330 0.300
High (YTD): 20/09/2024 1.330
Low (YTD): 17/01/2024 0.029
52W High: 20/09/2024 1.330
52W Low: 17/01/2024 0.029
Avg. price 1W:   1.094
Avg. volume 1W:   0.000
Avg. price 1M:   1.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.787
Avg. volume 6M:   0.000
Avg. price 1Y:   0.467
Avg. volume 1Y:   0.000
Volatility 1M:   116.31%
Volatility 6M:   158.83%
Volatility 1Y:   233.91%
Volatility 3Y:   -