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DZ Bank Call 45 G1A 20.12.2024/  DE000DW81FX4  /

EUWAX
16/08/2024  08:12:28 Chg.+0.002 Bid10:46:16 Ask10:46:16 Underlying Strike price Expiration date Option type
0.069EUR +2.99% 0.076
Bid Size: 100,000		 0.086
Ask Size: 100,000		 GEA GROUP AG 45.00 - 20/12/2024 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: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.01
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.41
Time value: 0.10
Break-even: 45.95
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 46.15%
Delta: 0.29
Theta: -0.01
Omega: 12.53
Rho: 0.04
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.067
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.45%
1 Month
  -13.75%
3 Months  
+64.29%
YTD
  -37.27%
1 Year
  -59.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.054
1M High / 1M Low: 0.080 0.040
6M High / 6M Low: 0.120 0.034
High (YTD): 22/03/2024 0.120
Low (YTD): 06/06/2024 0.034
52W High: 31/08/2023 0.180
52W Low: 27/10/2023 0.022
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   0.075
Avg. volume 1Y:   0.000
Volatility 1M:   245.21%
Volatility 6M:   266.74%
Volatility 1Y:   263.60%
Volatility 3Y:   -