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DZ Bank Call 5 DEZ 20.12.2024/  DE000DW81CV5  /

Frankfurt Zert./DZB
5/17/2024  9:35:22 PM Chg.-0.060 Bid9:55:02 PM Ask9:55:02 PM Underlying Strike price Expiration date Option type
0.910EUR -6.19% 0.910
Bid Size: 2,000		 0.970
Ask Size: 2,000		 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: 5.57
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.40
Implied volatility: 0.44
Historic volatility: 0.33
Parity: 0.40
Time value: 0.57
Break-even: 5.97
Moneyness: 1.08
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.06
Spread %: 6.59%
Delta: 0.68
Theta: 0.00
Omega: 3.78
Rho: 0.02
 

Quote data

Open: 0.960
High: 0.970
Low: 0.910
Previous Close: 0.970
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.19%
1 Month
  -15.74%
3 Months
  -14.95%
YTD  
+71.70%
1 Year
  -42.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.910
1M High / 1M Low: 1.180 0.820
6M High / 6M Low: 1.520 0.300
High (YTD): 4/11/2024 1.520
Low (YTD): 1/17/2024 0.300
52W High: 5/23/2023 1.620
52W Low: 10/25/2023 0.170
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   0.978
Avg. volume 1M:   0.000
Avg. price 6M:   0.883
Avg. volume 6M:   8.065
Avg. price 1Y:   0.807
Avg. volume 1Y:   7.843
Volatility 1M:   120.94%
Volatility 6M:   171.55%
Volatility 1Y:   149.21%
Volatility 3Y:   -