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DZ Bank Call 80 GXI 20.12.2024/  DE000DW81F48  /

EUWAX
10/10/2024  2:05:47 PM Chg.0.000 Bid2:10:15 PM Ask2:10:15 PM Underlying Strike price Expiration date Option type
0.710EUR 0.00% 0.720
Bid Size: 75,000		 0.730
Ask Size: 75,000		 GERRESHEIMER AG 80.00 - 12/20/2024 Call
 

Master data

WKN: DW81F4
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.79
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.10
Implied volatility: 0.48
Historic volatility: 0.42
Parity: 0.10
Time value: 0.66
Break-even: 87.50
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 4.17%
Delta: 0.58
Theta: -0.05
Omega: 6.22
Rho: 0.08
 

Quote data

Open: 0.730
High: 0.730
Low: 0.610
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.54%
1 Month
  -72.80%
3 Months
  -74.18%
YTD
  -70.54%
1 Year
  -76.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.520
1M High / 1M Low: 2.610 0.520
6M High / 6M Low: 3.320 0.520
High (YTD): 3/6/2024 3.560
Low (YTD): 10/3/2024 0.520
52W High: 3/6/2024 3.560
52W Low: 10/3/2024 0.520
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   1.686
Avg. volume 1M:   181.818
Avg. price 6M:   2.341
Avg. volume 6M:   30.769
Avg. price 1Y:   2.377
Avg. volume 1Y:   15.625
Volatility 1M:   265.51%
Volatility 6M:   160.97%
Volatility 1Y:   146.35%
Volatility 3Y:   -