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DZ Bank Call 5 DEZ 20.12.2024/  DE000DW81CV5  /

Frankfurt Zert./DZB
6/12/2024  4:35:32 PM Chg.+0.060 Bid6/12/2024 Ask6/12/2024 Underlying Strike price Expiration date Option type
0.750EUR +8.70% 0.750
Bid Size: 20,000		 0.770
Ask Size: 20,000		 DEUTZ AG O.N. 5.00 EUR 12/20/2024 Call
 

Master data

WKN: DW81CV
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 5.00 EUR
Maturity: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.87
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.15
Implied volatility: 0.43
Historic volatility: 0.33
Parity: 0.15
Time value: 0.60
Break-even: 5.75
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.06
Spread %: 8.70%
Delta: 0.62
Theta: 0.00
Omega: 4.27
Rho: 0.01
 

Quote data

Open: 0.680
High: 0.750
Low: 0.680
Previous Close: 0.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.60%
1 Month
  -22.68%
3 Months
  -34.21%
YTD  
+41.51%
1 Year
  -46.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.680
1M High / 1M Low: 1.000 0.680
6M High / 6M Low: 1.520 0.300
High (YTD): 4/11/2024 1.520
Low (YTD): 1/17/2024 0.300
52W High: 6/15/2023 1.580
52W Low: 10/25/2023 0.170
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.835
Avg. volume 1M:   0.000
Avg. price 6M:   0.938
Avg. volume 6M:   8
Avg. price 1Y:   0.763
Avg. volume 1Y:   7.813
Volatility 1M:   87.07%
Volatility 6M:   169.23%
Volatility 1Y:   150.42%
Volatility 3Y:   -