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DZ Bank Call 140 DB1 20.12.2024/  DE000DW81BN4  /

Frankfurt Zert./DZB
7/26/2024  9:34:54 PM Chg.+0.030 Bid9:58:25 PM Ask9:58:25 PM 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 - 12/20/2024 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: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
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): 6/27/2024 5.720
Low (YTD): 5/14/2024 4.190
52W High: 6/27/2024 5.720
52W Low: 10/27/2023 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:   -