DZ Bank Call 7.5 ENL 19.12.2024
/ DE000DW81D99
DZ Bank Call 7.5 ENL 19.12.2024/ DE000DW81D99 /
13/09/2024 21:34:30 |
Chg.0.000 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
0.110 Bid Size: 3,250 |
0.160 Ask Size: 3,250 |
ENEL S.P.A. ... |
7.50 - |
19/12/2024 |
Call |
Master data
WKN: |
DW81D9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
ENEL S.P.A. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 - |
Maturity: |
19/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
18/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
44.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
-0.42 |
Time value: |
0.16 |
Break-even: |
7.66 |
Moneyness: |
0.94 |
Premium: |
0.08 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.05 |
Spread %: |
45.45% |
Delta: |
0.34 |
Theta: |
0.00 |
Omega: |
15.13 |
Rho: |
0.01 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.22% |
1 Month |
|
|
+266.67% |
3 Months |
|
|
+111.54% |
YTD |
|
|
-47.62% |
1 Year |
|
|
-26.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.100 |
1M High / 1M Low: |
0.120 |
0.001 |
6M High / 6M Low: |
0.140 |
0.001 |
High (YTD): |
02/01/2024 |
0.190 |
Low (YTD): |
15/08/2024 |
0.001 |
52W High: |
29/12/2023 |
0.210 |
52W Low: |
15/08/2024 |
0.001 |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.057 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.086 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
13,146.52% |
Volatility 6M: |
|
7,921.94% |
Volatility 1Y: |
|
5,647.00% |
Volatility 3Y: |
|
- |