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DZ Bank Call 4.5 DEZ 20.12.2024/  DE000DW81CU7  /

EUWAX
16/08/2024  12:05:29 Chg.+0.040 Bid12:52:31 Ask12:52:31 Underlying Strike price Expiration date Option type
0.590EUR +7.27% 0.580
Bid Size: 20,000		 0.600
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: 7.84
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.13
Implied volatility: 0.47
Historic volatility: 0.40
Parity: 0.13
Time value: 0.46
Break-even: 5.09
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.32
Spread abs.: 0.06
Spread %: 11.32%
Delta: 0.61
Theta: 0.00
Omega: 4.79
Rho: 0.01
 

Quote data

Open: 0.580
High: 0.600
Low: 0.580
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.69%
1 Month
  -58.16%
3 Months
  -55.64%
YTD
  -27.16%
1 Year
  -15.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.490
1M High / 1M Low: 1.490 0.490
6M High / 6M Low: 1.930 0.490
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:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.912
Avg. volume 1M:   0.000
Avg. price 6M:   1.290
Avg. volume 6M:   74.803
Avg. price 1Y:   0.979
Avg. volume 1Y:   279.297
Volatility 1M:   154.58%
Volatility 6M:   197.40%
Volatility 1Y:   173.84%
Volatility 3Y:   -