DZ Bank Call 84 LEG 20.12.2024
/ DE000DW83NG9
DZ Bank Call 84 LEG 20.12.2024/ DE000DW83NG9 /
05/09/2024 18:10:02 |
Chg.+0.10 |
Bid19:28:14 |
Ask19:28:14 |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
+8.93% |
1.22 Bid Size: 10,500 |
1.27 Ask Size: 10,500 |
LEG IMMOBILIEN SE NA... |
84.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
12/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.13 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.35 |
Historic volatility: |
0.34 |
Parity: |
0.73 |
Time value: |
0.41 |
Break-even: |
95.40 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
2.70% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
5.80 |
Rho: |
0.16 |
Quote data
Open: |
1.11 |
High: |
1.24 |
Low: |
1.11 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+69.44% |
1 Month |
|
|
+84.85% |
3 Months |
|
|
+41.86% |
YTD |
|
|
+24.49% |
1 Year |
|
|
+139.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.12 |
0.72 |
1M High / 1M Low: |
1.12 |
0.58 |
6M High / 6M Low: |
1.12 |
0.29 |
High (YTD): |
04/09/2024 |
1.12 |
Low (YTD): |
28/02/2024 |
0.27 |
52W High: |
04/09/2024 |
1.12 |
52W Low: |
19/10/2023 |
0.18 |
Avg. price 1W: |
|
0.90 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.75 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.64 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.60 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
183.19% |
Volatility 6M: |
|
201.36% |
Volatility 1Y: |
|
205.84% |
Volatility 3Y: |
|
- |