DZ Bank Call 5.5 DEZ 20.12.2024
/ DE000DW81CW3
DZ Bank Call 5.5 DEZ 20.12.2024/ DE000DW81CW3 /
| 2024-06-21 4:05:05 PM |
Chg.-0.010 |
Bid4:16:34 PM |
Ask4:16:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
-
Bid Size: - |
-
Ask Size: - |
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: |
11.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
-0.47 |
| Time value: |
0.45 |
| Break-even: |
5.95 |
| Moneyness: |
0.92 |
| Premium: |
0.18 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.06 |
| Spread %: |
15.38% |
| Delta: |
0.46 |
| Theta: |
0.00 |
| Omega: |
5.20 |
| Rho: |
0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.390 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
-33.93% |
| 3 Months |
|
|
-54.32% |
| YTD |
|
|
-2.63% |
| 1 Year |
|
|
-61.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
0.680 |
0.350 |
| 6M High / 6M Low: |
1.180 |
0.170 |
| High (YTD): |
2024-04-11 |
1.180 |
| Low (YTD): |
2024-01-17 |
0.170 |
| 52W High: |
2024-04-11 |
1.180 |
| 52W Low: |
2023-10-27 |
0.100 |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.492 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.686 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.537 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
167.24% |
| Volatility 6M: |
|
210.26% |
| Volatility 1Y: |
|
191.63% |
| Volatility 3Y: |
|
- |
