DZ Bank Call 4.5 DEZ 20.12.2024
/ DE000DW81CU7
DZ Bank Call 4.5 DEZ 20.12.2024/ DE000DW81CU7 /
07/06/2024 21:34:47 |
Chg.-0.020 |
Bid21:58:09 |
Ask21:58:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.990EUR |
-1.98% |
- Bid Size: - |
- Ask Size: - |
DEUTZ AG O.N. |
4.50 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.46 |
Historic volatility: |
0.33 |
Parity: |
0.64 |
Time value: |
0.43 |
Break-even: |
5.56 |
Moneyness: |
1.14 |
Premium: |
0.08 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.06 |
Spread %: |
6.00% |
Delta: |
0.73 |
Theta: |
0.00 |
Omega: |
3.55 |
Rho: |
0.01 |
Quote data
Open: |
1.020 |
High: |
1.040 |
Low: |
0.990 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.60% |
1 Month |
|
|
-20.16% |
3 Months |
|
|
-35.71% |
YTD |
|
|
+28.57% |
1 Year |
|
|
-41.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.990 |
1M High / 1M Low: |
1.330 |
0.990 |
6M High / 6M Low: |
1.910 |
0.490 |
High (YTD): |
11/04/2024 |
1.910 |
Low (YTD): |
17/01/2024 |
0.490 |
52W High: |
11/04/2024 |
1.910 |
52W Low: |
25/10/2023 |
0.270 |
Avg. price 1W: |
|
1.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.177 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.237 |
Avg. volume 6M: |
|
18.560 |
Avg. price 1Y: |
|
1.020 |
Avg. volume 1Y: |
|
22.734 |
Volatility 1M: |
|
68.49% |
Volatility 6M: |
|
140.70% |
Volatility 1Y: |
|
126.99% |
Volatility 3Y: |
|
- |