DZ Bank Call 80 BMW 20.12.2024/  DE000DQ0D7E8  /

EUWAX
2024-11-04  8:21:34 AM Chg.+0.110 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.700EUR +18.64% -
Bid Size: -
-
Ask Size: -
BAY.MOTOREN WERKE AG... 80.00 EUR 2024-12-20 Call
 

Master data

WKN: DQ0D7E
Issuer: DZ Bank AG
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-09
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 92.61
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.26
Parity: -6.84
Time value: 0.79
Break-even: 80.79
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.20
Spread abs.: 0.10
Spread %: 14.49%
Delta: 0.21
Theta: -0.02
Omega: 19.01
Rho: 0.02
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.05%
1 Month
  -67.14%
3 Months
  -81.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 0.590
1M High / 1M Low: 2.130 0.590
6M High / 6M Low: 6.340 0.570
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.940
Avg. volume 1W:   0.000
Avg. price 1M:   1.386
Avg. volume 1M:   60
Avg. price 6M:   3.873
Avg. volume 6M:   27
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.63%
Volatility 6M:   241.10%
Volatility 1Y:   -
Volatility 3Y:   -