DZ Bank Call 4.5 DEZ 20.12.2024
/ DE000DW81CU7
DZ Bank Call 4.5 DEZ 20.12.2024/ DE000DW81CU7 /
| 25/07/2024 08:09:53 |
Chg.-0.02 |
Bid09:53:19 |
Ask09:53:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-1.82% |
1.02
Bid Size: 20,000 |
1.04
Ask Size: 20,000 |
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: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.40 |
| Parity: |
0.82 |
| Time value: |
0.37 |
| Break-even: |
5.68 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
8.26% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.43 |
| Rho: |
0.01 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.59% |
| 1 Month |
|
|
-31.21% |
| 3 Months |
|
|
-14.96% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
-7.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.10 |
| 1M High / 1M Low: |
1.93 |
1.10 |
| 6M High / 6M Low: |
1.93 |
0.83 |
| High (YTD): |
01/07/2024 |
1.93 |
| Low (YTD): |
17/01/2024 |
0.48 |
| 52W High: |
01/07/2024 |
1.93 |
| 52W Low: |
25/10/2023 |
0.27 |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
90.55 |
| Avg. price 1Y: |
|
1.00 |
| Avg. volume 1Y: |
|
279.30 |
| Volatility 1M: |
|
153.94% |
| Volatility 6M: |
|
191.60% |
| Volatility 1Y: |
|
171.25% |
| Volatility 3Y: |
|
- |
