DZ Bank Call 80 NDA 20.12.2024
/ DE000DW8NNU5
DZ Bank Call 80 NDA 20.12.2024/ DE000DW8NNU5 /
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: |
|
- |