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DZ Bank Call 84 LEG 20.12.2024/  DE000DW83NG9  /

EUWAX
2024-07-30  8:14:40 AM Chg.0.000 Bid10:41:08 AM Ask10:41:08 AM Underlying Strike price Expiration date Option type
0.590EUR 0.00% 0.620
Bid Size: 30,000		 0.630
Ask Size: 30,000		 LEG IMMOBILIEN SE NA... 84.00 - 2024-12-20 Call
 

Master data

WKN: DW83NG
Issuer: DZ Bank AG
Currency: EUR
Underlying: LEG IMMOBILIEN SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2024-12-20
Issue date: 2023-01-12
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.05
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.34
Parity: -0.31
Time value: 0.62
Break-even: 90.20
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 5.08%
Delta: 0.50
Theta: -0.03
Omega: 6.55
Rho: 0.13
 

Quote data

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

Performance

1 Week
  -4.84%
1 Month  
+25.53%
3 Months
  -14.49%
YTD
  -39.80%
1 Year  
+15.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.560
1M High / 1M Low: 0.760 0.420
6M High / 6M Low: 1.050 0.270
High (YTD): 2024-05-17 1.050
Low (YTD): 2024-02-28 0.270
52W High: 2024-05-17 1.050
52W Low: 2023-10-19 0.180
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.577
Avg. volume 1M:   0.000
Avg. price 6M:   0.575
Avg. volume 6M:   0.000
Avg. price 1Y:   0.570
Avg. volume 1Y:   1.569
Volatility 1M:   167.80%
Volatility 6M:   200.76%
Volatility 1Y:   202.40%
Volatility 3Y:   -