DZ Bank Call 60 EVD 20.12.2024
/ DE000DW81AG0
DZ Bank Call 60 EVD 20.12.2024/ DE000DW81AG0 /
| 2024-07-25 1:04:41 PM |
Chg.-0.19 |
Bid1:21:24 PM |
Ask1:21:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
-8.92% |
1.93
Bid Size: 75,000 |
1.96
Ask Size: 75,000 |
CTS EVENTIM KGAA |
60.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW81AG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
2.00 |
| Time value: |
0.21 |
| Break-even: |
82.00 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
4.27% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
3.26 |
| Rho: |
0.20 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
1.94 |
| Previous Close: |
2.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.37% |
| 1 Month |
|
|
-3.00% |
| 3 Months |
|
|
-18.83% |
| YTD |
|
|
+97.96% |
| 1 Year |
|
|
+39.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.99 |
| 1M High / 1M Low: |
2.19 |
1.80 |
| 6M High / 6M Low: |
2.66 |
0.77 |
| High (YTD): |
2024-05-28 |
2.66 |
| Low (YTD): |
2024-01-22 |
0.71 |
| 52W High: |
2024-05-28 |
2.66 |
| 52W Low: |
2023-09-26 |
0.54 |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
88.75% |
| Volatility 6M: |
|
103.25% |
| Volatility 1Y: |
|
106.73% |
| Volatility 3Y: |
|
- |
