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DZ Bank Call 5.5 DEZ 20.12.2024/  DE000DW81CW3  /

Frankfurt Zert./DZB
2024-09-20  9:34:50 PM Chg.-0.050 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.070EUR -41.67% 0.070
Bid Size: 2,000		 0.130
Ask Size: 2,000		 DEUTZ AG O.N. 5.50 - 2024-12-20 Call
 

Master data

WKN: DW81CW
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 34.42
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.40
Parity: -1.03
Time value: 0.13
Break-even: 5.63
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 1.54
Spread abs.: 0.06
Spread %: 85.71%
Delta: 0.24
Theta: 0.00
Omega: 8.10
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.120
Low: 0.070
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -53.33%
3 Months
  -80.00%
YTD
  -80.00%
1 Year
  -70.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.070
1M High / 1M Low: 0.160 0.070
6M High / 6M Low: 1.290 0.070
High (YTD): 2024-07-01 1.290
Low (YTD): 2024-09-20 0.070
52W High: 2024-07-01 1.290
52W Low: 2024-09-20 0.070
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.555
Avg. volume 6M:   57.031
Avg. price 1Y:   0.493
Avg. volume 1Y:   510.980
Volatility 1M:   281.92%
Volatility 6M:   315.61%
Volatility 1Y:   272.59%
Volatility 3Y:   -