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DZ Bank Call 90 EVD 20.12.2024/  DE000DW81AL0  /

EUWAX
7/10/2024  8:10:33 AM Chg.0.000 Bid10:22:34 AM Ask10:22:34 AM Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.170
Bid Size: 75,000		 0.180
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: 38.10
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -1.38
Time value: 0.20
Break-even: 92.00
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 17.65%
Delta: 0.25
Theta: -0.02
Omega: 9.49
Rho: 0.08
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month
  -37.04%
3 Months
  -68.52%
YTD  
+93.18%
1 Year  
+6.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.350 0.170
6M High / 6M Low: 0.630 0.032
High (YTD): 4/5/2024 0.630
Low (YTD): 1/22/2024 0.032
52W High: 4/5/2024 0.630
52W Low: 1/22/2024 0.032
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.288
Avg. volume 6M:   0.000
Avg. price 1Y:   0.212
Avg. volume 1Y:   0.000
Volatility 1M:   301.56%
Volatility 6M:   291.14%
Volatility 1Y:   252.69%
Volatility 3Y:   -