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DZ Bank Call 80 NDA 20.12.2024/  DE000DW8NNU5  /

Frankfurt Zert./DZB
2024-09-10  9:34:51 PM Chg.-0.005 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.067EUR -6.94% 0.065
Bid Size: 3,000		 0.095
Ask Size: 3,000		 AURUBIS AG 80.00 - 2024-12-20 Call
 

Master data

WKN: DW8NNU
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 65.90
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.32
Parity: -1.41
Time value: 0.10
Break-even: 81.00
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.11
Spread abs.: 0.03
Spread %: 42.86%
Delta: 0.17
Theta: -0.02
Omega: 11.35
Rho: 0.03
 

Quote data

Open: 0.070
High: 0.086
Low: 0.063
Previous Close: 0.072
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.56%
1 Month
  -16.25%
3 Months
  -87.36%
YTD
  -91.30%
1 Year
  -92.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.072
1M High / 1M Low: 0.150 0.072
6M High / 6M Low: 0.910 0.061
High (YTD): 2024-05-20 0.910
Low (YTD): 2024-08-05 0.061
52W High: 2023-11-17 1.270
52W Low: 2024-08-05 0.061
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   571.429
Avg. price 6M:   0.407
Avg. volume 6M:   985.938
Avg. price 1Y:   0.541
Avg. volume 1Y:   748.235
Volatility 1M:   269.60%
Volatility 6M:   256.89%
Volatility 1Y:   213.69%
Volatility 3Y:   -