DZ Bank Call 80 GOB 20.12.2024
/ DE000DW9B0Y2
DZ Bank Call 80 GOB 20.12.2024/ DE000DW9B0Y2 /
| 11/11/2024 12:20:19 |
Chg.- |
Bid12:17:42 |
Ask12:17:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
- |
0.96
Bid Size: 60,000 |
0.97
Ask Size: 60,000 |
ST GOBAIN ... |
80.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DW9B0Y |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ST GOBAIN EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
18/01/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.91 |
| Time value: |
0.12 |
| Break-even: |
90.30 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
5.10% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
7.26 |
| Rho: |
0.07 |
Quote data
| Open: |
0.88 |
| High: |
1.03 |
| Low: |
0.88 |
| Previous Close: |
0.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+114.58% |
| 1 Month |
|
|
+71.67% |
| 3 Months |
|
|
+267.86% |
| YTD |
|
|
+296.15% |
| 1 Year |
|
|
+1187.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.48 |
| 1M High / 1M Low: |
1.03 |
0.47 |
| 6M High / 6M Low: |
1.03 |
0.24 |
| High (YTD): |
11/11/2024 |
1.03 |
| Low (YTD): |
23/01/2024 |
0.11 |
| 52W High: |
11/11/2024 |
1.03 |
| 52W Low: |
13/11/2023 |
0.06 |
| Avg. price 1W: |
|
0.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
303.69% |
| Volatility 6M: |
|
223.84% |
| Volatility 1Y: |
|
196.06% |
| Volatility 3Y: |
|
- |
