DZ Bank Call 36 GFT 20.12.2024/  DE000DW81GB8  /

Frankfurt Zert./DZB
2024-06-04  12:34:37 PM Chg.+0.008 Bid1:01:51 PM Ask1:01:51 PM Underlying Strike price Expiration date Option type
0.031EUR +34.78% 0.031
Bid Size: 50,000
0.041
Ask Size: 50,000
GFT TECHNOLOGIES SE 36.00 - 2024-12-20 Call
 

Master data

WKN: DW81GB
Issuer: DZ Bank AG
Currency: EUR
Underlying: GFT TECHNOLOGIES SE
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.60
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.34
Parity: -0.87
Time value: 0.05
Break-even: 36.52
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 136.36%
Delta: 0.17
Theta: 0.00
Omega: 8.83
Rho: 0.02
 

Quote data

Open: 0.024
High: 0.034
Low: 0.024
Previous Close: 0.023
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+19.23%
1 Month
  -61.25%
3 Months
  -88.52%
YTD
  -88.93%
1 Year
  -93.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.015
1M High / 1M Low: 0.080 0.015
6M High / 6M Low: 0.370 0.015
High (YTD): 2024-01-29 0.370
Low (YTD): 2024-05-31 0.015
52W High: 2023-06-19 0.490
52W Low: 2024-05-31 0.015
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.157
Avg. volume 6M:   0.000
Avg. price 1Y:   0.210
Avg. volume 1Y:   0.000
Volatility 1M:   428.27%
Volatility 6M:   315.83%
Volatility 1Y:   244.62%
Volatility 3Y:   -