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DZ Bank Call 84 NDA 20.12.2024/  DE000DW8NNV3  /

Frankfurt Zert./DZB
2024-11-13  9:35:22 PM Chg.+0.060 Bid9:58:03 PM Ask- Underlying Strike price Expiration date Option type
0.260EUR +30.00% 0.260
Bid Size: 3,000		 -
Ask Size: -		 AURUBIS AG 84.00 - 2024-12-20 Call
 

Master data

WKN: DW8NNV
Issuer: DZ Bank AG
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.00
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.36
Parity: -0.80
Time value: 0.19
Break-even: 85.90
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 2.35
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.29
Theta: -0.05
Omega: 11.44
Rho: 0.02
 

Quote data

Open: 0.210
High: 0.310
Low: 0.210
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+25900.00%
3 Months  
+550.00%
YTD
  -58.06%
1 Year
  -70.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.200
1M High / 1M Low: 0.460 0.001
6M High / 6M Low: 0.710 0.001
High (YTD): 2024-05-20 0.710
Low (YTD): 2024-10-16 0.001
52W High: 2023-11-17 1.090
52W Low: 2024-10-16 0.001
Avg. price 1W:   0.368
Avg. volume 1W:   4,800
Avg. price 1M:   0.133
Avg. volume 1M:   9,381.818
Avg. price 6M:   0.216
Avg. volume 6M:   2,698.485
Avg. price 1Y:   0.307
Avg. volume 1Y:   1,641.211
Volatility 1M:   3,472.44%
Volatility 6M:   3,240.22%
Volatility 1Y:   2,305.88%
Volatility 3Y:   -