DZ Bank Call 135 DB1 20.12.2024
/ DE000DW81BM6
DZ Bank Call 135 DB1 20.12.2024/ DE000DW81BM6 /
| 2024-07-26 8:09:43 AM |
Chg.-0.24 |
Bid5:58:27 PM |
Ask5:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.57EUR |
-4.13% |
5.62
Bid Size: 6,600 |
5.72
Ask Size: 6,600 |
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: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.51 |
| Intrinsic value: |
5.32 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
5.32 |
| Time value: |
0.36 |
| Break-even: |
191.70 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
1.80% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
3.09 |
| Rho: |
0.48 |
Quote data
| Open: |
5.57 |
| High: |
5.57 |
| Low: |
5.57 |
| Previous Close: |
5.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.36% |
| 1 Month |
|
|
-10.02% |
| 3 Months |
|
|
+14.61% |
| YTD |
|
|
+4.11% |
| 1 Year |
|
|
+29.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.81 |
5.48 |
| 1M High / 1M Low: |
6.24 |
5.42 |
| 6M High / 6M Low: |
6.24 |
4.63 |
| High (YTD): |
2024-06-28 |
6.24 |
| Low (YTD): |
2024-05-30 |
4.63 |
| 52W High: |
2024-06-28 |
6.24 |
| 52W Low: |
2023-10-27 |
2.89 |
| Avg. price 1W: |
|
5.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
46.89% |
| Volatility 6M: |
|
52.89% |
| Volatility 1Y: |
|
54.04% |
| Volatility 3Y: |
|
- |
