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DZ Bank Call 92 EVD 20.12.2024/  DE000DW83KP6  /

Frankfurt Zert./DZB
18/10/2024  21:34:28 Chg.-0.080 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.940EUR -7.84% 0.940
Bid Size: 7,500		 0.970
Ask Size: 7,500		 CTS EVENTIM KGAA 92.00 - 20/12/2024 Call
 

Master data

WKN: DW83KP
Issuer: DZ Bank AG
Currency: EUR
Underlying: CTS EVENTIM KGAA
Type: Warrant
Option type: Call
Strike price: 92.00 -
Maturity: 20/12/2024
Issue date: 12/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.33
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.78
Implied volatility: 0.35
Historic volatility: 0.26
Parity: 0.78
Time value: 0.29
Break-even: 102.70
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.06
Spread %: 5.94%
Delta: 0.75
Theta: -0.04
Omega: 6.97
Rho: 0.11
 

Quote data

Open: 1.020
High: 1.060
Low: 0.940
Previous Close: 1.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.30%
1 Month  
+129.27%
3 Months  
+452.94%
YTD  
+1170.27%
1 Year  
+2036.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.870
1M High / 1M Low: 1.020 0.360
6M High / 6M Low: 1.020 0.100
High (YTD): 17/10/2024 1.020
Low (YTD): 22/01/2024 0.024
52W High: 17/10/2024 1.020
52W Low: 22/01/2024 0.024
Avg. price 1W:   0.944
Avg. volume 1W:   0.000
Avg. price 1M:   0.658
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   0.237
Avg. volume 1Y:   0.000
Volatility 1M:   147.43%
Volatility 6M:   299.96%
Volatility 1Y:   302.41%
Volatility 3Y:   -