DZ Bank Call 68 BSN 20.12.2024/  DE000DW81A01  /

EUWAX
2024-07-09  9:03:21 AM Chg.-0.007 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.028EUR -20.00% -
Bid Size: -
-
Ask Size: -
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: 129.07
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.13
Parity: -0.99
Time value: 0.05
Break-even: 68.45
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 80.00%
Delta: 0.13
Theta: -0.01
Omega: 17.27
Rho: 0.03
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -61.11%
3 Months
  -37.78%
YTD
  -72.00%
1 Year
  -78.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.030
1M High / 1M Low: 0.077 0.029
6M High / 6M Low: 0.180 0.029
High (YTD): 2024-02-22 0.180
Low (YTD): 2024-06-28 0.029
52W High: 2024-02-22 0.180
52W Low: 2024-06-28 0.029
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   0.090
Avg. volume 1Y:   0.000
Volatility 1M:   240.35%
Volatility 6M:   185.98%
Volatility 1Y:   183.72%
Volatility 3Y:   -