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DZ Bank Call 65 BNR 20.12.2024/  DE000DW808E8  /

EUWAX
2024-07-26  6:09:42 PM Chg.+0.050 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.470EUR +11.90% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 65.00 - 2024-12-20 Call
 

Master data

WKN: DW808E
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.90
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.08
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.08
Time value: 0.43
Break-even: 70.10
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.60
Theta: -0.02
Omega: 7.69
Rho: 0.14
 

Quote data

Open: 0.420
High: 0.470
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.50%
1 Month  
+23.68%
3 Months
  -61.16%
YTD
  -76.73%
1 Year
  -63.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.420
1M High / 1M Low: 0.470 0.340
6M High / 6M Low: 2.180 0.340
High (YTD): 2024-03-01 2.180
Low (YTD): 2024-07-15 0.340
52W High: 2024-03-01 2.180
52W Low: 2024-07-15 0.340
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   1.110
Avg. volume 6M:   0.000
Avg. price 1Y:   1.291
Avg. volume 1Y:   0.000
Volatility 1M:   148.06%
Volatility 6M:   113.60%
Volatility 1Y:   92.38%
Volatility 3Y:   -