DZ Bank Call 80 GXI 20.12.2024
/ DE000DW81F48
DZ Bank Call 80 GXI 20.12.2024/ DE000DW81F48 /
| 06/09/2024 18:09:46 |
Chg.+0.03 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
+1.20% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
80.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DW81F4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
11/01/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.39 |
| Parity: |
2.29 |
| Time value: |
0.28 |
| Break-even: |
105.70 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
2.39% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
3.48 |
| Rho: |
0.18 |
Quote data
| Open: |
2.50 |
| High: |
2.69 |
| Low: |
2.50 |
| Previous Close: |
2.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.78% |
| 1 Month |
|
|
+14.41% |
| 3 Months |
|
|
-21.85% |
| YTD |
|
|
+5.39% |
| 1 Year |
|
|
-40.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.51 |
| 1M High / 1M Low: |
2.69 |
1.78 |
| 6M High / 6M Low: |
3.38 |
1.78 |
| High (YTD): |
06/03/2024 |
3.56 |
| Low (YTD): |
08/02/2024 |
1.75 |
| 52W High: |
07/09/2023 |
4.26 |
| 52W Low: |
16/11/2023 |
1.58 |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.51 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
152.12% |
| Volatility 6M: |
|
125.17% |
| Volatility 1Y: |
|
129.35% |
| Volatility 3Y: |
|
- |
