OverviewChartNewsTraderScreen

DZ Bank Call 4.5 DEZ 20.12.2024/  DE000DW81CU7  /

Frankfurt Zert./DZB
04/07/2024  21:04:31 Chg.+0.040 Bid04/07/2024 Ask04/07/2024 Underlying Strike price Expiration date Option type
1.530EUR +2.68% 1.530
Bid Size: 5,000		 1.610
Ask Size: 5,000		 DEUTZ AG O.N. 4.50 - 20/12/2024 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: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.21
Implied volatility: 0.57
Historic volatility: 0.40
Parity: 1.21
Time value: 0.37
Break-even: 6.08
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.09
Spread %: 6.04%
Delta: 0.80
Theta: 0.00
Omega: 2.90
Rho: 0.01
 

Quote data

Open: 1.490
High: 1.540
Low: 1.490
Previous Close: 1.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.97%
1 Month  
+48.54%
3 Months
  -8.93%
YTD  
+98.70%
1 Year  
+15.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.020 1.490
1M High / 1M Low: 2.020 0.840
6M High / 6M Low: 2.020 0.490
High (YTD): 01/07/2024 2.020
Low (YTD): 17/01/2024 0.490
52W High: 01/07/2024 2.020
52W Low: 25/10/2023 0.270
Avg. price 1W:   1.700
Avg. volume 1W:   0.000
Avg. price 1M:   1.193
Avg. volume 1M:   0.000
Avg. price 6M:   1.305
Avg. volume 6M:   18.268
Avg. price 1Y:   0.996
Avg. volume 1Y:   18.828
Volatility 1M:   362.12%
Volatility 6M:   195.51%
Volatility 1Y:   160.95%
Volatility 3Y:   -