DZ Bank Call 220 DB1 20.12.2024
/ DE000DW81B42
DZ Bank Call 220 DB1 20.12.2024/ DE000DW81B42 /
2024-10-04 12:16:13 PM |
Chg.-0.050 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-11.36% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE BOERSE NA O... |
220.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-01-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
52.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
-1.09 |
Time value: |
0.40 |
Break-even: |
224.00 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.04 |
Spread %: |
11.11% |
Delta: |
0.33 |
Theta: |
-0.05 |
Omega: |
17.37 |
Rho: |
0.14 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.390 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.71% |
1 Month |
|
|
+77.27% |
3 Months |
|
|
+85.71% |
YTD |
|
|
+11.43% |
1 Year |
|
|
+143.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.340 |
1M High / 1M Low: |
0.440 |
0.220 |
6M High / 6M Low: |
0.440 |
0.040 |
High (YTD): |
2024-10-03 |
0.440 |
Low (YTD): |
2024-08-13 |
0.040 |
52W High: |
2024-10-03 |
0.440 |
52W Low: |
2024-08-13 |
0.040 |
Avg. price 1W: |
|
0.388 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.190 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.226 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
427.03% |
Volatility 6M: |
|
354.58% |
Volatility 1Y: |
|
270.38% |
Volatility 3Y: |
|
- |