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DZ Bank Call 90 EVD 20.12.2024/  DE000DW81AL0  /

Frankfurt Zert./DZB
8/5/2024  3:35:12 PM Chg.-0.010 Bid3:45:40 PM Ask3:45:40 PM Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.150
Bid Size: 75,000		 0.160
Ask Size: 75,000		 CTS EVENTIM KGAA 90.00 - 12/20/2024 Call
 

Master data

WKN: DW81AL
Issuer: DZ Bank AG
Currency: EUR
Underlying: CTS EVENTIM KGAA
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.50
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -1.35
Time value: 0.18
Break-even: 91.80
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.24
Theta: -0.02
Omega: 10.08
Rho: 0.06
 

Quote data

Open: 0.100
High: 0.150
Low: 0.100
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -22.22%
3 Months
  -72.55%
YTD  
+55.56%
1 Year
  -26.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.150
1M High / 1M Low: 0.280 0.150
6M High / 6M Low: 0.640 0.055
High (YTD): 4/8/2024 0.640
Low (YTD): 1/22/2024 0.032
52W High: 4/8/2024 0.640
52W Low: 1/22/2024 0.032
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   0.206
Avg. volume 1Y:   0.000
Volatility 1M:   305.41%
Volatility 6M:   297.64%
Volatility 1Y:   270.23%
Volatility 3Y:   -