DZ Bank Call 220 DB1 20.12.2024
/ DE000DW81B42
DZ Bank Call 220 DB1 20.12.2024/ DE000DW81B42 /
30/08/2024 08:09:35 |
Chg.+0.010 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+5.00% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE BOERSE NA O... |
220.00 - |
20/12/2024 |
Call |
Master data
WKN: |
DW81B4 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 - |
Maturity: |
20/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
75.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.15 |
Parity: |
-1.71 |
Time value: |
0.27 |
Break-even: |
222.70 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.05 |
Spread %: |
22.73% |
Delta: |
0.25 |
Theta: |
-0.03 |
Omega: |
18.51 |
Rho: |
0.14 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.53% |
1 Month |
|
|
+61.54% |
3 Months |
|
|
+90.91% |
YTD |
|
|
-40.00% |
1 Year |
|
|
+16.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.130 |
1M High / 1M Low: |
0.210 |
0.040 |
6M High / 6M Low: |
0.420 |
0.040 |
High (YTD): |
01/03/2024 |
0.420 |
Low (YTD): |
13/08/2024 |
0.040 |
52W High: |
01/03/2024 |
0.420 |
52W Low: |
13/08/2024 |
0.040 |
Avg. price 1W: |
|
0.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.211 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
563.98% |
Volatility 6M: |
|
317.96% |
Volatility 1Y: |
|
244.90% |
Volatility 3Y: |
|
- |