DZ Bank Call 4.5 DEZ 20.12.2024
/ DE000DW81CU7
DZ Bank Call 4.5 DEZ 20.12.2024/ DE000DW81CU7 /
2024-06-21 5:04:26 PM |
Chg.-0.010 |
Bid5:20:41 PM |
Ask5:20:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-1.12% |
0.890 Bid Size: 20,000 |
0.910 Ask Size: 20,000 |
DEUTZ AG O.N. |
4.50 - |
2024-12-20 |
Call |
Master data
WKN: |
DW81CU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DEUTZ AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.50 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-01-11 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.46 |
Historic volatility: |
0.33 |
Parity: |
0.54 |
Time value: |
0.44 |
Break-even: |
5.47 |
Moneyness: |
1.12 |
Premium: |
0.09 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.06 |
Spread %: |
6.59% |
Delta: |
0.71 |
Theta: |
0.00 |
Omega: |
3.70 |
Rho: |
0.01 |
Quote data
Open: |
0.910 |
High: |
0.930 |
Low: |
0.870 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.76% |
1 Month |
|
|
-27.87% |
3 Months |
|
|
-38.46% |
YTD |
|
|
+14.29% |
1 Year |
|
|
-38.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.840 |
1M High / 1M Low: |
1.240 |
0.840 |
6M High / 6M Low: |
1.910 |
0.490 |
High (YTD): |
2024-04-11 |
1.910 |
Low (YTD): |
2024-01-17 |
0.490 |
52W High: |
2024-04-11 |
1.910 |
52W Low: |
2023-10-25 |
0.270 |
Avg. price 1W: |
|
0.878 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.259 |
Avg. volume 6M: |
|
18.560 |
Avg. price 1Y: |
|
0.992 |
Avg. volume 1Y: |
|
22.734 |
Volatility 1M: |
|
88.46% |
Volatility 6M: |
|
138.46% |
Volatility 1Y: |
|
127.54% |
Volatility 3Y: |
|
- |