DZ Bank Call 140 DB1 20.12.2024
/ DE000DW81BN4
DZ Bank Call 140 DB1 20.12.2024/ DE000DW81BN4 /
| 2024-07-26 8:09:43 AM |
Chg.-0.24 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.09EUR |
-4.50% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
140.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.02 |
| Intrinsic value: |
4.82 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
4.82 |
| Time value: |
0.37 |
| Break-even: |
191.80 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.10 |
| Spread %: |
1.97% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.36 |
| Rho: |
0.49 |
Quote data
| Open: |
5.09 |
| High: |
5.09 |
| Low: |
5.09 |
| Previous Close: |
5.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.39% |
| 1 Month |
|
|
-11.01% |
| 3 Months |
|
|
+15.68% |
| YTD |
|
|
+3.67% |
| 1 Year |
|
|
+30.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.33 |
5.00 |
| 1M High / 1M Low: |
5.77 |
4.95 |
| 6M High / 6M Low: |
5.77 |
4.16 |
| High (YTD): |
2024-06-28 |
5.77 |
| Low (YTD): |
2024-05-30 |
4.16 |
| 52W High: |
2024-06-28 |
5.77 |
| 52W Low: |
2023-10-27 |
2.54 |
| Avg. price 1W: |
|
5.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.39 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
50.71% |
| Volatility 6M: |
|
57.53% |
| Volatility 1Y: |
|
58.61% |
| Volatility 3Y: |
|
- |
