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DZ Bank Call 75 GOB 20.12.2024/  DE000DW83KK7  /

EUWAX
09/10/2024  09:05:51 Chg.0.000 Bid17:35:04 Ask17:35:04 Underlying Strike price Expiration date Option type
0.910EUR 0.00% 0.940
Bid Size: 16,000		 0.990
Ask Size: 16,000		 ST GOBAIN ... 75.00 - 20/12/2024 Call
 

Master data

WKN: DW83KK
Issuer: DZ Bank AG
Currency: EUR
Underlying: ST GOBAIN EO 4
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.28
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.70
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 0.70
Time value: 0.29
Break-even: 84.90
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 5.32%
Delta: 0.74
Theta: -0.04
Omega: 6.11
Rho: 0.10
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.19%
1 Month  
+56.90%
3 Months  
+26.39%
YTD  
+133.33%
1 Year  
+658.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.890
1M High / 1M Low: 1.160 0.580
6M High / 6M Low: 1.160 0.390
High (YTD): 20/09/2024 1.160
Low (YTD): 23/01/2024 0.190
52W High: 20/09/2024 1.160
52W Low: 25/10/2023 0.050
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   0.883
Avg. volume 1M:   0.000
Avg. price 6M:   0.735
Avg. volume 6M:   0.000
Avg. price 1Y:   0.508
Avg. volume 1Y:   0.000
Volatility 1M:   160.45%
Volatility 6M:   183.75%
Volatility 1Y:   185.60%
Volatility 3Y:   -