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DZ Bank Call 4.5 DEZ 20.12.2024/  DE000DW81CU7  /

Frankfurt Zert./DZB
2024-08-28  9:34:49 PM Chg.-0.030 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.500EUR -5.66% 0.490
Bid Size: 2,000		 0.550
Ask Size: 2,000		 DEUTZ AG O.N. 4.50 - 2024-12-20 Call
 

Master data

WKN: DW81CU
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.98
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.21
Implied volatility: 0.44
Historic volatility: 0.40
Parity: 0.21
Time value: 0.38
Break-even: 5.09
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.28
Spread abs.: 0.06
Spread %: 11.32%
Delta: 0.64
Theta: 0.00
Omega: 5.10
Rho: 0.01
 

Quote data

Open: 0.530
High: 0.540
Low: 0.480
Previous Close: 0.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.28%
1 Month
  -53.27%
3 Months
  -57.63%
YTD
  -35.06%
1 Year
  -13.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.530
1M High / 1M Low: 1.090 0.490
6M High / 6M Low: 2.020 0.490
High (YTD): 2024-07-01 2.020
Low (YTD): 2024-08-14 0.490
52W High: 2024-07-01 2.020
52W Low: 2023-10-25 0.270
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   1.231
Avg. volume 6M:   5.197
Avg. price 1Y:   0.977
Avg. volume 1Y:   9.063
Volatility 1M:   171.12%
Volatility 6M:   191.38%
Volatility 1Y:   166.50%
Volatility 3Y:   -