DZ Bank Call 5.5 DEZ 20.12.2024
/ DE000DW81CW3
DZ Bank Call 5.5 DEZ 20.12.2024/ DE000DW81CW3 /
| 2024-04-19 9:35:18 PM |
Chg.-0.060 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-6.98% |
0.800
Bid Size: 2,000 |
0.860
Ask Size: 2,000 |
DEUTZ AG O.N. |
5.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW81CW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
0.25 |
| Time value: |
0.67 |
| Break-even: |
6.42 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
6.98% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
4.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.760 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.53% |
| 1 Month |
|
|
+56.86% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
+128.57% |
| 1 Year |
|
|
-43.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.860 |
| 1M High / 1M Low: |
1.190 |
0.510 |
| 6M High / 6M Low: |
1.190 |
0.100 |
| High (YTD): |
2024-04-11 |
1.190 |
| Low (YTD): |
2024-01-17 |
0.180 |
| 52W High: |
2023-04-28 |
1.530 |
| 52W Low: |
2023-10-27 |
0.100 |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.953 |
| Avg. volume 1M: |
|
347.619 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
1,034.127 |
| Avg. price 1Y: |
|
0.653 |
| Avg. volume 1Y: |
|
548.047 |
| Volatility 1M: |
|
209.10% |
| Volatility 6M: |
|
212.26% |
| Volatility 1Y: |
|
177.70% |
| Volatility 3Y: |
|
- |
