DZ Bank Call 40 G1A 20.12.2024
/ DE000DW81FV8
DZ Bank Call 40 G1A 20.12.2024/ DE000DW81FV8 /
| 10/11/2024 6:09:40 PM |
Chg.+0.050 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+8.20% |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
40.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DW81FV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
0.64 |
| Time value: |
0.11 |
| Break-even: |
47.50 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
13.64% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
5.15 |
| Rho: |
0.06 |
Quote data
| Open: |
0.600 |
| High: |
0.800 |
| Low: |
0.600 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.86% |
| 1 Month |
|
|
+88.57% |
| 3 Months |
|
|
+120.00% |
| YTD |
|
|
+153.85% |
| 1 Year |
|
|
+371.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.560 |
| 1M High / 1M Low: |
0.660 |
0.320 |
| 6M High / 6M Low: |
0.660 |
0.150 |
| High (YTD): |
10/11/2024 |
0.660 |
| Low (YTD): |
3/8/2024 |
0.140 |
| 52W High: |
10/11/2024 |
0.660 |
| 52W Low: |
10/27/2023 |
0.080 |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.229 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
164.05% |
| Volatility 6M: |
|
160.29% |
| Volatility 1Y: |
|
178.98% |
| Volatility 3Y: |
|
- |
