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DZ Bank Call 135 DB1 20.12.2024/  DE000DW81BM6  /

Frankfurt Zert./DZB
2024-06-26  9:34:38 PM Chg.-0.070 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
6.040EUR -1.15% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 135.00 - 2024-12-20 Call
 

Master data

WKN: DW81BM
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 6.01
Intrinsic value: 5.78
Implied volatility: 0.41
Historic volatility: 0.16
Parity: 5.78
Time value: 0.44
Break-even: 197.10
Moneyness: 1.43
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.10
Spread %: 1.64%
Delta: 0.93
Theta: -0.03
Omega: 2.88
Rho: 0.57
 

Quote data

Open: 6.190
High: 6.280
Low: 5.910
Previous Close: 6.110
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+3.60%
1 Month  
+16.60%
3 Months  
+9.03%
YTD  
+10.62%
1 Year  
+44.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.180 5.830
1M High / 1M Low: 6.180 4.690
6M High / 6M Low: 6.180 4.660
High (YTD): 2024-06-24 6.180
Low (YTD): 2024-05-14 4.660
52W High: 2024-06-24 6.180
52W Low: 2023-10-27 2.880
Avg. price 1W:   6.038
Avg. volume 1W:   0.000
Avg. price 1M:   5.487
Avg. volume 1M:   0.000
Avg. price 6M:   5.432
Avg. volume 6M:   0.000
Avg. price 1Y:   4.683
Avg. volume 1Y:   0.000
Volatility 1M:   67.69%
Volatility 6M:   53.41%
Volatility 1Y:   53.89%
Volatility 3Y:   -