DZ Bank Call 4.5 DEZ 20.12.2024
/ DE000DW81CU7
DZ Bank Call 4.5 DEZ 20.12.2024/ DE000DW81CU7 /
| 08/08/2024 18:09:42 |
Chg.-0.050 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.41 |
| Parity: |
0.11 |
| Time value: |
0.54 |
| Break-even: |
5.15 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.05 |
| Spread %: |
8.33% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
4.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.550 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.49% |
| 1 Month |
|
|
-64.97% |
| 3 Months |
|
|
-56.35% |
| YTD |
|
|
-32.10% |
| 1 Year |
|
|
-49.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.590 |
| 1M High / 1M Low: |
1.570 |
0.590 |
| 6M High / 6M Low: |
1.930 |
0.590 |
| High (YTD): |
01/07/2024 |
1.930 |
| Low (YTD): |
17/01/2024 |
0.480 |
| 52W High: |
01/07/2024 |
1.930 |
| 52W Low: |
25/10/2023 |
0.270 |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.333 |
| Avg. volume 6M: |
|
74.803 |
| Avg. price 1Y: |
|
0.988 |
| Avg. volume 1Y: |
|
279.297 |
| Volatility 1M: |
|
148.69% |
| Volatility 6M: |
|
197.21% |
| Volatility 1Y: |
|
174.75% |
| Volatility 3Y: |
|
- |
