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DZ Bank Call 75 GXI 20.12.2024/  DE000DW81F30  /

EUWAX
13/11/2024  18:09:34 Chg.-0.030 Bid19:22:40 Ask19:22:40 Underlying Strike price Expiration date Option type
0.420EUR -6.67% 0.420
Bid Size: 26,250		 -
Ask Size: -		 GERRESHEIMER AG 75.00 - 20/12/2024 Call
 

Master data

WKN: DW81F3
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 20/12/2024
Issue date: 11/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.63
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.41
Parity: -0.02
Time value: 0.45
Break-even: 79.50
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.81
Spread abs.: -0.01
Spread %: -2.17%
Delta: 0.53
Theta: -0.06
Omega: 8.86
Rho: 0.04
 

Quote data

Open: 0.460
High: 0.460
Low: 0.350
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.26%
1 Month
  -58.42%
3 Months
  -82.86%
YTD
  -84.67%
1 Year
  -83.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.450
1M High / 1M Low: 1.340 0.450
6M High / 6M Low: 3.740 0.450
High (YTD): 06/03/2024 3.960
Low (YTD): 12/11/2024 0.450
52W High: 06/03/2024 3.960
52W Low: 12/11/2024 0.450
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.913
Avg. volume 1M:   0.000
Avg. price 6M:   2.363
Avg. volume 6M:   9.091
Avg. price 1Y:   2.564
Avg. volume 1Y:   4.688
Volatility 1M:   146.40%
Volatility 6M:   155.70%
Volatility 1Y:   135.77%
Volatility 3Y:   -