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DZ Bank Call 90 GXI 20.12.2024/  DE000DW81F71  /

EUWAX
2024-10-10  12:07:32 PM Chg.-0.050 Bid12:21:07 PM Ask12:21:07 PM Underlying Strike price Expiration date Option type
0.220EUR -18.52% 0.210
Bid Size: 75,000		 0.220
Ask Size: 75,000		 GERRESHEIMER AG 90.00 - 2024-12-20 Call
 

Master data

WKN: DW81F7
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.98
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.42
Parity: -0.91
Time value: 0.30
Break-even: 93.00
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 1.04
Spread abs.: 0.03
Spread %: 11.11%
Delta: 0.33
Theta: -0.04
Omega: 8.93
Rho: 0.05
 

Quote data

Open: 0.270
High: 0.270
Low: 0.210
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month
  -87.64%
3 Months
  -89.11%
YTD
  -87.85%
1 Year
  -90.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.170
1M High / 1M Low: 1.780 0.170
6M High / 6M Low: 2.530 0.170
High (YTD): 2024-03-06 2.800
Low (YTD): 2024-10-03 0.170
52W High: 2023-10-18 2.830
52W Low: 2024-10-03 0.170
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   1.075
Avg. volume 1M:   0.000
Avg. price 6M:   1.659
Avg. volume 6M:   7.692
Avg. price 1Y:   1.731
Avg. volume 1Y:   207.031
Volatility 1M:   373.81%
Volatility 6M:   216.31%
Volatility 1Y:   188.43%
Volatility 3Y:   -