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DZ Bank Call 70 BNR 20.12.2024/  DE000DW808G3  /

EUWAX
2024-07-29  5:05:11 PM Chg.0.000 Bid5:30:13 PM Ask5:30:13 PM Underlying Strike price Expiration date Option type
0.240EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BRENNTAG SE NA O.N. 70.00 - 2024-12-20 Call
 

Master data

WKN: DW808G
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.49
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.42
Time value: 0.28
Break-even: 72.80
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 16.67%
Delta: 0.41
Theta: -0.02
Omega: 9.64
Rho: 0.10
 

Quote data

Open: 0.240
High: 0.250
Low: 0.230
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+20.00%
3 Months
  -73.03%
YTD
  -85.19%
1 Year
  -76.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.210
1M High / 1M Low: 0.240 0.170
6M High / 6M Low: 1.780 0.170
High (YTD): 2024-03-01 1.780
Low (YTD): 2024-07-15 0.170
52W High: 2024-03-01 1.780
52W Low: 2024-07-15 0.170
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   0.802
Avg. volume 6M:   0.000
Avg. price 1Y:   0.971
Avg. volume 1Y:   0.000
Volatility 1M:   183.26%
Volatility 6M:   135.21%
Volatility 1Y:   109.45%
Volatility 3Y:   -