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DZ Bank Call 5.5 DEZ 20.12.2024/  DE000DW81CW3  /

EUWAX
6/14/2024  12:05:55 PM Chg.0.000 Bid12:38:25 PM Ask12:38:25 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% 0.360
Bid Size: 20,000		 0.380
Ask Size: 20,000		 DEUTZ AG O.N. 5.50 - 12/20/2024 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: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.03
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.33
Parity: -0.57
Time value: 0.41
Break-even: 5.91
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.42
Spread abs.: 0.06
Spread %: 17.14%
Delta: 0.44
Theta: 0.00
Omega: 5.29
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.370
Low: 0.350
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.45%
1 Month
  -51.39%
3 Months
  -56.79%
YTD
  -7.89%
1 Year
  -73.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.350
1M High / 1M Low: 0.720 0.350
6M High / 6M Low: 1.180 0.170
High (YTD): 4/11/2024 1.180
Low (YTD): 1/17/2024 0.170
52W High: 6/15/2023 1.320
52W Low: 10/27/2023 0.100
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   0.000
Avg. price 1Y:   0.553
Avg. volume 1Y:   0.000
Volatility 1M:   164.87%
Volatility 6M:   211.87%
Volatility 1Y:   191.57%
Volatility 3Y:   -