DZ Bank Call 7.5 ENL 19.12.2024
/ DE000DW81D99
DZ Bank Call 7.5 ENL 19.12.2024/ DE000DW81D99 /
10/15/2024 9:34:49 PM |
Chg.+0.020 |
Bid9:58:00 PM |
Ask9:58:00 PM |
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 - |
12/19/2024 |
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: |
12/19/2024 |
Issue date: |
1/11/2023 |
Last trading day: |
12/18/2024 |
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): |
1/2/2024 |
0.190 |
Low (YTD): |
8/15/2024 |
0.001 |
52W High: |
12/29/2023 |
0.210 |
52W Low: |
8/15/2024 |
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: |
|
- |