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: |
|
- |