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DZ Bank Call 68 BNR 20.12.2024/  DE000DW808F5  /

EUWAX
2024-11-12  6:09:35 PM Chg.-0.020 Bid2024-11-12 Ask2024-11-12 Underlying Strike price Expiration date Option type
0.036EUR -35.71% 0.036
Bid Size: 30,000		 0.076
Ask Size: 30,000		 BRENNTAG SE NA O.N. 68.00 - 2024-12-20 Call
 

Master data

WKN: DW808F
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 64.76
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -0.65
Time value: 0.10
Break-even: 68.95
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.99
Spread abs.: 0.04
Spread %: 72.73%
Delta: 0.23
Theta: -0.03
Omega: 14.96
Rho: 0.01
 

Quote data

Open: 0.036
High: 0.036
Low: 0.032
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.20%
1 Month
  -80.00%
3 Months
  -84.35%
YTD
  -97.98%
1 Year
  -96.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.023
1M High / 1M Low: 0.160 0.023
6M High / 6M Low: 1.220 0.023
High (YTD): 2024-03-01 1.940
Low (YTD): 2024-11-08 0.023
52W High: 2024-03-01 1.940
52W Low: 2024-11-08 0.023
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   0.820
Avg. volume 1Y:   0.000
Volatility 1M:   670.83%
Volatility 6M:   418.01%
Volatility 1Y:   299.59%
Volatility 3Y:   -