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DZ Bank Call 84 LEG 20.12.2024/  DE000DW83NG9  /

EUWAX
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:   -