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DZ Bank Call 68 BNR 20.12.2024/  DE000DW808F5  /

EUWAX
10/4/2024  6:09:37 PM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.260EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 68.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.15
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -0.16
Time value: 0.30
Break-even: 71.00
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 15.38%
Delta: 0.48
Theta: -0.03
Omega: 10.56
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.260
Low: 0.220
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month  
+52.94%
3 Months
  -3.70%
YTD
  -85.39%
1 Year
  -76.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.300 0.060
6M High / 6M Low: 1.220 0.060
High (YTD): 3/1/2024 1.940
Low (YTD): 9/25/2024 0.060
52W High: 3/1/2024 1.940
52W Low: 9/25/2024 0.060
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.439
Avg. volume 6M:   0.000
Avg. price 1Y:   0.906
Avg. volume 1Y:   0.000
Volatility 1M:   744.73%
Volatility 6M:   326.17%
Volatility 1Y:   236.49%
Volatility 3Y:   -