DZ Bank Call 5.5 DEZ 20.12.2024
/ DE000DW81CW3
DZ Bank Call 5.5 DEZ 20.12.2024/ DE000DW81CW3 /
| 2024-05-20 6:09:51 PM |
Chg.+0.020 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+3.08% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
-0.10 |
| Time value: |
0.70 |
| Break-even: |
6.20 |
| Moneyness: |
0.98 |
| Premium: |
0.15 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
9.38% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
4.39 |
| Rho: |
0.01 |
Quote data
| Open: |
0.640 |
| High: |
0.710 |
| Low: |
0.640 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.94% |
| 1 Month |
|
|
-16.25% |
| 3 Months |
|
|
-23.86% |
| YTD |
|
|
+76.32% |
| 1 Year |
|
|
-48.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.650 |
| 1M High / 1M Low: |
0.860 |
0.570 |
| 6M High / 6M Low: |
1.180 |
0.170 |
| High (YTD): |
2024-04-11 |
1.180 |
| Low (YTD): |
2024-01-17 |
0.170 |
| 52W High: |
2023-05-22 |
1.360 |
| 52W Low: |
2023-10-27 |
0.100 |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.600 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
138.49% |
| Volatility 6M: |
|
208.53% |
| Volatility 1Y: |
|
186.29% |
| Volatility 3Y: |
|
- |
