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DZ Bank Call 7.5 ENL 19.12.2024/  DE000DW81D99  /

Frankfurt Zert./DZB
15/10/2024  21:34:49 Chg.+0.020 Bid21:58:00 Ask21:58:00 Underlying Strike price Expiration date Option type
0.110EUR +22.22% 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: 51.26
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.16
Parity: -0.32
Time value: 0.14
Break-even: 7.64
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.42
Spread abs.: 0.05
Spread %: 55.56%
Delta: 0.35
Theta: 0.00
Omega: 17.80
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.130
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+120.00%
1 Month     0.00%
3 Months  
+57.14%
YTD
  -47.62%
1 Year  
+57.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.050
1M High / 1M Low: 0.140 0.045
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:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.066
Avg. volume 6M:   0.000
Avg. price 1Y:   0.085
Avg. volume 1Y:   0.000
Volatility 1M:   314.57%
Volatility 6M:   6,821.08%
Volatility 1Y:   5,657.52%
Volatility 3Y:   -