DZ Bank Call 100 GXI 20.12.2024
/ DE000DW81F97
DZ Bank Call 100 GXI 20.12.2024/ DE000DW81F97 /
2024-06-05 6:09:48 PM |
Chg.+0.01 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.68EUR |
+0.60% |
- Bid Size: - |
- Ask Size: - |
GERRESHEIMER AG |
100.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DW81F9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
GERRESHEIMER AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-11 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.69 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.41 |
Historic volatility: |
0.40 |
Parity: |
0.67 |
Time value: |
1.05 |
Break-even: |
117.20 |
Moneyness: |
1.07 |
Premium: |
0.10 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
1.78% |
Delta: |
0.67 |
Theta: |
-0.04 |
Omega: |
4.14 |
Rho: |
0.29 |
Quote data
Open: |
1.70 |
High: |
1.86 |
Low: |
1.68 |
Previous Close: |
1.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.86% |
1 Month |
|
|
+15.86% |
3 Months |
|
|
-21.86% |
YTD |
|
|
+28.24% |
1 Year |
|
|
-36.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.70 |
1.39 |
1M High / 1M Low: |
1.70 |
0.84 |
6M High / 6M Low: |
2.15 |
0.80 |
High (YTD): |
2024-03-06 |
2.15 |
Low (YTD): |
2024-02-08 |
0.80 |
52W High: |
2023-09-01 |
3.31 |
52W Low: |
2023-11-16 |
0.74 |
Avg. price 1W: |
|
1.59 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.37 |
Avg. volume 6M: |
|
1.81 |
Avg. price 1Y: |
|
1.73 |
Avg. volume 1Y: |
|
2.17 |
Volatility 1M: |
|
294.72% |
Volatility 6M: |
|
214.48% |
Volatility 1Y: |
|
180.28% |
Volatility 3Y: |
|
- |