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DZ Bank Call 45 G1A 20.12.2024/  DE000DW81FX4  /

Frankfurt Zert./DZB
2024-07-17  10:05:05 AM Chg.+0.001 Bid10:18:51 AM Ask10:18:51 AM Underlying Strike price Expiration date Option type
0.081EUR +1.25% 0.081
Bid Size: 100,000		 0.091
Ask Size: 100,000		 GEA GROUP AG 45.00 - 2024-12-20 Call
 

Master data

WKN: DW81FX
Issuer: DZ Bank AG
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.60
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.47
Time value: 0.11
Break-even: 46.10
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 37.50%
Delta: 0.30
Theta: -0.01
Omega: 10.89
Rho: 0.05
 

Quote data

Open: 0.072
High: 0.086
Low: 0.072
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+32.79%
1 Month  
+113.16%
3 Months  
+72.34%
YTD
  -26.36%
1 Year
  -63.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.058
1M High / 1M Low: 0.090 0.038
6M High / 6M Low: 0.110 0.032
High (YTD): 2024-03-22 0.110
Low (YTD): 2024-06-06 0.032
52W High: 2023-07-31 0.280
52W Low: 2023-10-27 0.021
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.062
Avg. volume 6M:   0.000
Avg. price 1Y:   0.090
Avg. volume 1Y:   0.000
Volatility 1M:   309.69%
Volatility 6M:   261.37%
Volatility 1Y:   238.24%
Volatility 3Y:   -