DZ Bank Call 2.5 CEC 20.12.2024
/ DE000DW80817
DZ Bank Call 2.5 CEC 20.12.2024/ DE000DW80817 /
2024-10-10 4:04:26 PM |
Chg.+0.020 |
Bid2024-10-10 |
Ask2024-10-10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
+2.78% |
0.740 Bid Size: 65,000 |
0.770 Ask Size: 65,000 |
CECONOMY AG INH O.N... |
2.50 - |
2024-12-20 |
Call |
Master data
WKN: |
DW8081 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
CECONOMY AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-11 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.75 |
Historic volatility: |
0.50 |
Parity: |
0.66 |
Time value: |
0.14 |
Break-even: |
3.30 |
Moneyness: |
1.26 |
Premium: |
0.04 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.09 |
Spread %: |
12.68% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
3.21 |
Rho: |
0.00 |
Quote data
Open: |
0.710 |
High: |
0.750 |
Low: |
0.710 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.23% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
+15.63% |
YTD |
|
|
+34.55% |
1 Year |
|
|
+184.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.640 |
1M High / 1M Low: |
0.840 |
0.330 |
6M High / 6M Low: |
1.050 |
0.200 |
High (YTD): |
2024-06-12 |
1.050 |
Low (YTD): |
2024-03-22 |
0.080 |
52W High: |
2024-06-12 |
1.050 |
52W Low: |
2024-03-22 |
0.080 |
Avg. price 1W: |
|
0.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.574 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.556 |
Avg. volume 6M: |
|
11.538 |
Avg. price 1Y: |
|
0.432 |
Avg. volume 1Y: |
|
5.859 |
Volatility 1M: |
|
277.29% |
Volatility 6M: |
|
204.68% |
Volatility 1Y: |
|
214.50% |
Volatility 3Y: |
|
- |