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DZ Bank Call 135 DB1 20.12.2024/  DE000DW81BM6  /

Frankfurt Zert./DZB
28/06/2024  21:34:29 Chg.-0.350 Bid21:58:08 Ask21:58:08 Underlying Strike price Expiration date Option type
5.840EUR -5.65% 5.850
Bid Size: 3,000		 5.950
Ask Size: 3,000		 DEUTSCHE BOERSE NA O... 135.00 - 20/12/2024 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: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 5.84
Intrinsic value: 5.61
Implied volatility: 0.35
Historic volatility: 0.16
Parity: 5.61
Time value: 0.34
Break-even: 194.50
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.10
Spread %: 1.71%
Delta: 0.95
Theta: -0.03
Omega: 3.05
Rho: 0.58
 

Quote data

Open: 6.250
High: 6.250
Low: 5.840
Previous Close: 6.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.15%
1 Month  
+20.66%
3 Months  
+3.36%
YTD  
+6.96%
1 Year  
+34.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.190 5.840
1M High / 1M Low: 6.190 4.840
6M High / 6M Low: 6.190 4.660
High (YTD): 27/06/2024 6.190
Low (YTD): 14/05/2024 4.660
52W High: 27/06/2024 6.190
52W Low: 27/10/2023 2.880
Avg. price 1W:   6.072
Avg. volume 1W:   0.000
Avg. price 1M:   5.620
Avg. volume 1M:   0.000
Avg. price 6M:   5.442
Avg. volume 6M:   0.000
Avg. price 1Y:   4.700
Avg. volume 1Y:   0.000
Volatility 1M:   63.64%
Volatility 6M:   54.23%
Volatility 1Y:   54.20%
Volatility 3Y:   -