DZ Bank Call 140 DB1 20.12.2024
/ DE000DW81BN4
DZ Bank Call 140 DB1 20.12.2024/ DE000DW81BN4 /
26/07/2024 21:34:54 |
Chg.+0.030 |
Bid21:58:25 |
Ask21:58:25 |
Underlying |
Strike price |
Expiration date |
Option type |
5.140EUR |
+0.59% |
5.140 Bid Size: 3,300 |
5.240 Ask Size: 3,300 |
DEUTSCHE BOERSE NA O... |
140.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW81BN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
20/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.10 |
Intrinsic value: |
4.90 |
Implied volatility: |
0.36 |
Historic volatility: |
0.15 |
Parity: |
4.90 |
Time value: |
0.35 |
Break-even: |
192.40 |
Moneyness: |
1.35 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.10 |
Spread %: |
1.95% |
Delta: |
0.93 |
Theta: |
-0.03 |
Omega: |
3.36 |
Rho: |
0.49 |
Quote data
Open: |
5.080 |
High: |
5.290 |
Low: |
5.030 |
Previous Close: |
5.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.01% |
1 Month |
|
|
-10.14% |
3 Months |
|
|
+15.77% |
YTD |
|
|
+2.59% |
1 Year |
|
|
+22.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.480 |
5.090 |
1M High / 1M Low: |
5.720 |
4.960 |
6M High / 6M Low: |
5.720 |
4.190 |
High (YTD): |
27/06/2024 |
5.720 |
Low (YTD): |
14/05/2024 |
4.190 |
52W High: |
27/06/2024 |
5.720 |
52W Low: |
27/10/2023 |
2.530 |
Avg. price 1W: |
|
5.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.009 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.394 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
60.92% |
Volatility 6M: |
|
61.21% |
Volatility 1Y: |
|
57.93% |
Volatility 3Y: |
|
- |