DZ Bank Call 75 GXI 20.12.2024
/ DE000DW81F30
DZ Bank Call 75 GXI 20.12.2024/ DE000DW81F30 /
| 9/6/2024 6:09:42 PM |
Chg.+0.02 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
+0.68% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
75.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DW81F3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
2.79 |
| Time value: |
0.24 |
| Break-even: |
105.30 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
3.06% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.05 |
| Rho: |
0.18 |
Quote data
| Open: |
2.93 |
| High: |
3.14 |
| Low: |
2.93 |
| Previous Close: |
2.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.00% |
| 1 Month |
|
|
+12.55% |
| 3 Months |
|
|
-19.57% |
| YTD |
|
|
+8.03% |
| 1 Year |
|
|
-36.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
2.94 |
| 1M High / 1M Low: |
3.13 |
2.19 |
| 6M High / 6M Low: |
3.77 |
2.16 |
| High (YTD): |
3/6/2024 |
3.96 |
| Low (YTD): |
1/17/2024 |
2.06 |
| 52W High: |
9/7/2023 |
4.66 |
| 52W Low: |
11/16/2023 |
1.86 |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
26.09 |
| Avg. price 6M: |
|
2.97 |
| Avg. volume 6M: |
|
4.65 |
| Avg. price 1Y: |
|
2.88 |
| Avg. volume 1Y: |
|
2.34 |
| Volatility 1M: |
|
129.33% |
| Volatility 6M: |
|
111.30% |
| Volatility 1Y: |
|
116.98% |
| Volatility 3Y: |
|
- |
