DZ Bank Call 8 ENL 19.12.2024/  DE000DW87W58  /

EUWAX
2024-10-15  9:08:00 AM Chg.-0.004 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.030EUR -11.76% -
Bid Size: -
-
Ask Size: -
ENEL S.P.A. ... 8.00 EUR 2024-12-19 Call
 

Master data

WKN: DW87W5
Issuer: DZ Bank AG
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 2024-12-19
Issue date: 2023-01-16
Last trading day: 2024-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 121.63
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -0.82
Time value: 0.06
Break-even: 8.06
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.92
Spread abs.: 0.05
Spread %: 555.56%
Delta: 0.16
Theta: 0.00
Omega: 19.83
Rho: 0.00
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+400.00%
1 Month     0.00%
3 Months  
+11.11%
YTD
  -75.00%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.006
1M High / 1M Low: 0.037 0.006
6M High / 6M Low: 0.053 0.005
High (YTD): 2024-01-02 0.100
Low (YTD): 2024-04-10 0.002
52W High: 2023-12-22 0.130
52W Low: 2024-04-10 0.002
Avg. price 1W:   0.012
Avg. volume 1W:   1,600
Avg. price 1M:   0.019
Avg. volume 1M:   380.952
Avg. price 6M:   0.022
Avg. volume 6M:   61.538
Avg. price 1Y:   0.038
Avg. volume 1Y:   62.745
Volatility 1M:   1,221.16%
Volatility 6M:   639.87%
Volatility 1Y:   657.98%
Volatility 3Y:   -