DZ Bank Call 9.5 VVU 20.12.2024/  DE000DW832D0  /

EUWAX
11/11/2024  12:24:21 PM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.600EUR - -
Bid Size: -
-
Ask Size: -
VIVENDI SE INH. E... 9.50 - 12/20/2024 Call
 

Master data

WKN: DW832D
Issuer: DZ Bank AG
Currency: EUR
Underlying: VIVENDI SE INH. EO 5,5
Type: Warrant
Option type: Call
Strike price: 9.50 -
Maturity: 12/20/2024
Issue date: 1/12/2023
Last trading day: 11/11/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.44
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.21
Parity: -0.54
Time value: 0.58
Break-even: 10.08
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 2.20
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.44
Theta: -0.01
Omega: 6.86
Rho: 0.00
 

Quote data

Open: 0.620
High: 0.620
Low: 0.600
Previous Close: 0.620
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -17.81%
1 Month
  -50.41%
3 Months
  -20.00%
YTD
  -55.88%
1 Year
  -20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.600
1M High / 1M Low: 1.460 0.600
6M High / 6M Low: 1.870 0.520
High (YTD): 7/16/2024 1.870
Low (YTD): 8/5/2024 0.520
52W High: 7/16/2024 1.870
52W Low: 8/5/2024 0.520
Avg. price 1W:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   1.115
Avg. volume 1M:   0.000
Avg. price 6M:   1.130
Avg. volume 6M:   0.000
Avg. price 1Y:   1.167
Avg. volume 1Y:   0.000
Volatility 1M:   148.10%
Volatility 6M:   151.03%
Volatility 1Y:   132.33%
Volatility 3Y:   -