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DZ Bank Call 85 BNR 20.12.2024/  DE000DW808L3  /

EUWAX
2024-07-29  5:05:12 PM Chg.+0.005 Bid5:57:33 PM Ask5:57:33 PM Underlying Strike price Expiration date Option type
0.042EUR +13.51% 0.037
Bid Size: 30,000		 0.077
Ask Size: 30,000		 BRENNTAG SE NA O.N. 85.00 - 2024-12-20 Call
 

Master data

WKN: DW808L
Issuer: DZ Bank AG
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 85.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -1.92
Time value: 0.08
Break-even: 85.77
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 0.96
Spread abs.: 0.04
Spread %: 108.11%
Delta: 0.13
Theta: -0.01
Omega: 11.03
Rho: 0.03
 

Quote data

Open: 0.037
High: 0.047
Low: 0.037
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -12.50%
3 Months
  -81.74%
YTD
  -94.00%
1 Year
  -90.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.035
1M High / 1M Low: 0.044 0.003
6M High / 6M Low: 0.760 0.003
High (YTD): 2024-03-01 0.760
Low (YTD): 2024-07-02 0.003
52W High: 2024-03-01 0.760
52W Low: 2024-07-02 0.003
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   0.353
Avg. volume 1Y:   0.000
Volatility 1M:   3,945.76%
Volatility 6M:   1,555.11%
Volatility 1Y:   1,100.35%
Volatility 3Y:   -