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DZ Bank Call 7.5 ENL 19.12.2024/  DE000DW81D99  /

EUWAX
8/9/2024  9:04:14 AM Chg.-0.001 Bid5:56:48 PM Ask5:56:48 PM Underlying Strike price Expiration date Option type
0.051EUR -1.92% 0.032
Bid Size: 26,000		 0.082
Ask Size: 26,000		 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: 58.44
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -1.07
Time value: 0.11
Break-even: 7.61
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.59
Spread abs.: 0.05
Spread %: 83.33%
Delta: 0.21
Theta: 0.00
Omega: 12.10
Rho: 0.00
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -21.54%
3 Months
  -35.44%
YTD
  -75.71%
1 Year
  -66.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.051
1M High / 1M Low: 0.110 0.051
6M High / 6M Low: 0.160 0.026
High (YTD): 1/2/2024 0.190
Low (YTD): 4/10/2024 0.026
52W High: 12/29/2023 0.210
52W Low: 4/10/2024 0.026
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.104
Avg. volume 1Y:   0.000
Volatility 1M:   314.90%
Volatility 6M:   286.66%
Volatility 1Y:   250.78%
Volatility 3Y:   -