DZ Bank Call 25 FRE 20.12.2024
/ DE000DW81FF1
DZ Bank Call 25 FRE 20.12.2024/ DE000DW81FF1 /
| 10/10/2024 11:04:03 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
25.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DW81FF |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/11/2023 |
| Last trading day: |
10/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.21 |
| Parity: |
0.85 |
| Time value: |
0.10 |
| Break-even: |
34.40 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
5.62% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.08 |
| Rho: |
0.03 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
+58.62% |
| YTD |
|
|
+64.29% |
| 1 Year |
|
|
+148.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.980 |
0.860 |
| 6M High / 6M Low: |
0.980 |
0.340 |
| High (YTD): |
10/1/2024 |
0.980 |
| Low (YTD): |
4/4/2024 |
0.240 |
| 52W High: |
10/1/2024 |
0.980 |
| 52W Low: |
4/4/2024 |
0.240 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.652 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.533 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
63.72% |
| Volatility 6M: |
|
96.81% |
| Volatility 1Y: |
|
105.59% |
| Volatility 3Y: |
|
- |
