DZ Bank Call 90 EVD 20.12.2024
/ DE000DW81AL0
DZ Bank Call 90 EVD 20.12.2024/ DE000DW81AL0 /
| 05/11/2024 13:07:25 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CTS EVENTIM KGAA |
90.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
DW81AL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
11/01/2023 |
| Last trading day: |
05/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.27 |
| Parity: |
0.16 |
| Time value: |
0.75 |
| Break-even: |
99.10 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.04 |
| Spread %: |
4.60% |
| Delta: |
0.58 |
| Theta: |
-0.12 |
| Omega: |
5.84 |
| Rho: |
0.04 |
Quote data
| Open: |
0.930 |
| High: |
0.940 |
| Low: |
0.930 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-14.68% |
| 3 Months |
|
|
+365.00% |
| YTD |
|
|
+956.82% |
| 1 Year |
|
|
+675.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.230 |
0.910 |
| 6M High / 6M Low: |
1.230 |
0.130 |
| High (YTD): |
29/10/2024 |
1.230 |
| Low (YTD): |
22/01/2024 |
0.032 |
| 52W High: |
29/10/2024 |
1.230 |
| 52W Low: |
22/01/2024 |
0.032 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.446 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.338 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
143.10% |
| Volatility 6M: |
|
282.76% |
| Volatility 1Y: |
|
266.71% |
| Volatility 3Y: |
|
- |
