DZ Bank Call 40 G1A 20.12.2024
/ DE000DW81FV8
DZ Bank Call 40 G1A 20.12.2024/ DE000DW81FV8 /
| 11/1/2024 6:09:43 PM |
Chg.+0.020 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+3.57% |
-
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: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.19 |
| Parity: |
0.55 |
| Time value: |
0.11 |
| Break-even: |
46.60 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.09 |
| Spread %: |
15.79% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
5.52 |
| Rho: |
0.04 |
Quote data
| Open: |
0.550 |
| High: |
0.610 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-4.92% |
| 3 Months |
|
|
+176.19% |
| YTD |
|
|
+123.08% |
| 1 Year |
|
|
+346.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.560 |
| 1M High / 1M Low: |
0.770 |
0.560 |
| 6M High / 6M Low: |
0.770 |
0.150 |
| High (YTD): |
10/17/2024 |
0.770 |
| Low (YTD): |
3/8/2024 |
0.140 |
| 52W High: |
10/17/2024 |
0.770 |
| 52W Low: |
11/21/2023 |
0.130 |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.261 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
102.00% |
| Volatility 6M: |
|
156.04% |
| Volatility 1Y: |
|
168.74% |
| Volatility 3Y: |
|
- |
