DZ Bank Call 5 DEZ 20.12.2024
/ DE000DW81CV5
DZ Bank Call 5 DEZ 20.12.2024/ DE000DW81CV5 /
| 2024-05-02 9:35:16 PM |
Chg.-0.050 |
Bid9:58:18 PM |
Ask9:58:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-5.43% |
0.880
Bid Size: 2,000 |
0.940
Ask Size: 2,000 |
DEUTZ AG O.N. |
5.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DW81CV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTZ AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
0.46 |
| Time value: |
0.52 |
| Break-even: |
5.97 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
6.59% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
3.92 |
| Rho: |
0.02 |
Quote data
| Open: |
0.930 |
| High: |
0.940 |
| Low: |
0.820 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.22% |
| 1 Month |
|
|
-30.40% |
| 3 Months |
|
|
-25.64% |
| YTD |
|
|
+64.15% |
| 1 Year |
|
|
-48.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.920 |
| 1M High / 1M Low: |
1.520 |
0.920 |
| 6M High / 6M Low: |
1.520 |
0.240 |
| High (YTD): |
2024-04-11 |
1.520 |
| Low (YTD): |
2024-01-17 |
0.300 |
| 52W High: |
2023-05-02 |
1.700 |
| 52W Low: |
2023-10-25 |
0.170 |
| Avg. price 1W: |
|
1.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.232 |
| Avg. volume 1M: |
|
47.619 |
| Avg. price 6M: |
|
0.823 |
| Avg. volume 6M: |
|
8.065 |
| Avg. price 1Y: |
|
0.840 |
| Avg. volume 1Y: |
|
7.813 |
| Volatility 1M: |
|
128.75% |
| Volatility 6M: |
|
175.25% |
| Volatility 1Y: |
|
150.24% |
| Volatility 3Y: |
|
- |
