DZ Bank Call 60 KBX 20.12.2024
/ DE000DW83MR8
DZ Bank Call 60 KBX 20.12.2024/ DE000DW83MR8 /
| 04/10/2024 12:23:45 |
Chg.+0.06 |
Bid18:37:15 |
Ask18:37:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
+2.93% |
2.07
Bid Size: 26,250 |
2.15
Ask Size: 26,250 |
KNORR-BREMSE AG INH... |
60.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DW83MR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
KNORR-BREMSE AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
12/01/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.24 |
| Parity: |
2.04 |
| Time value: |
0.14 |
| Break-even: |
81.70 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
4.33% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
3.37 |
| Rho: |
0.11 |
Quote data
| Open: |
2.08 |
| High: |
2.11 |
| Low: |
2.08 |
| Previous Close: |
2.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.47% |
| 1 Month |
|
|
+48.59% |
| 3 Months |
|
|
+51.80% |
| YTD |
|
|
+240.32% |
| 1 Year |
|
|
+181.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.93 |
| 1M High / 1M Low: |
2.12 |
1.36 |
| 6M High / 6M Low: |
2.12 |
0.99 |
| High (YTD): |
27/09/2024 |
2.12 |
| Low (YTD): |
19/01/2024 |
0.41 |
| 52W High: |
27/09/2024 |
2.12 |
| 52W Low: |
19/01/2024 |
0.41 |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.08 |
| Avg. volume 1Y: |
|
2.34 |
| Volatility 1M: |
|
83.08% |
| Volatility 6M: |
|
100.64% |
| Volatility 1Y: |
|
119.82% |
| Volatility 3Y: |
|
- |
