DZ Bank Call 135 DB1 20.09.2024
/ DE000DW81BL8
DZ Bank Call 135 DB1 20.09.2024/ DE000DW81BL8 /
| 2024-07-17 8:10:37 AM |
Chg.- |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.61EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
135.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
DW81BL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.39 |
| Intrinsic value: |
5.31 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.15 |
| Parity: |
5.31 |
| Time value: |
0.28 |
| Break-even: |
190.90 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.05 |
| Spread %: |
-0.89% |
| Delta: |
0.92 |
| Theta: |
-0.08 |
| Omega: |
3.09 |
| Rho: |
0.18 |
Quote data
| Open: |
5.61 |
| High: |
5.61 |
| Low: |
5.61 |
| Previous Close: |
5.65 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.97% |
| 3 Months |
|
|
+18.35% |
| YTD |
|
|
+6.86% |
| 1 Year |
|
|
+33.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.07 |
5.25 |
| 6M High / 6M Low: |
6.09 |
4.45 |
| High (YTD): |
2024-03-01 |
6.09 |
| Low (YTD): |
2024-05-30 |
4.45 |
| 52W High: |
2024-03-01 |
6.09 |
| 52W Low: |
2023-10-27 |
2.69 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.34 |
| Avg. volume 6M: |
|
16.53 |
| Avg. price 1Y: |
|
4.67 |
| Avg. volume 1Y: |
|
12 |
| Volatility 1M: |
|
48.63% |
| Volatility 6M: |
|
56.11% |
| Volatility 1Y: |
|
58.03% |
| Volatility 3Y: |
|
- |
