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DZ Bank Call 68 BSN 20.12.2024/  DE000DW81A01  /

Frankfurt Zert./DZB
2024-08-02  9:35:23 PM Chg.+0.050 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.100EUR +100.00% 0.100
Bid Size: 10,000		 0.120
Ask Size: 10,000		 DANONE S.A. EO -,25 68.00 - 2024-12-20 Call
 

Master data

WKN: DW81A0
Issuer: DZ Bank AG
Currency: EUR
Underlying: DANONE S.A. EO -,25
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: 51.28
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.13
Parity: -0.65
Time value: 0.12
Break-even: 69.20
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.27
Theta: -0.01
Omega: 13.78
Rho: 0.06
 

Quote data

Open: 0.065
High: 0.100
Low: 0.055
Previous Close: 0.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+163.16%
1 Month  
+244.83%
3 Months  
+81.82%
YTD     0.00%
1 Year  
+11.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.037
1M High / 1M Low: 0.100 0.022
6M High / 6M Low: 0.160 0.022
High (YTD): 2024-01-29 0.170
Low (YTD): 2024-07-15 0.022
52W High: 2024-01-29 0.170
52W Low: 2024-07-15 0.022
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.066
Avg. volume 6M:   0.000
Avg. price 1Y:   0.082
Avg. volume 1Y:   0.000
Volatility 1M:   396.65%
Volatility 6M:   274.77%
Volatility 1Y:   231.68%
Volatility 3Y:   -