DZ Bank Call 5 DEZ 20.12.2024
/ DE000DW81CV5
DZ Bank Call 5 DEZ 20.12.2024/ DE000DW81CV5 /
| 07/06/2024 21:35:11 |
Chg.-0.010 |
Bid21:58:16 |
Ask21:58:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-1.45% |
-
Bid Size: - |
-
Ask Size: - |
DEUTZ AG O.N. |
5.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
11/01/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
0.14 |
| Time value: |
0.62 |
| Break-even: |
5.75 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
8.70% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
4.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.700 |
| High: |
0.730 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-26.88% |
| 3 Months |
|
|
-43.33% |
| YTD |
|
|
+28.30% |
| 1 Year |
|
|
-51.77% |
| 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): |
11/04/2024 |
1.520 |
| Low (YTD): |
17/01/2024 |
0.300 |
| 52W High: |
15/06/2023 |
1.580 |
| 52W Low: |
25/10/2023 |
0.170 |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.858 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.936 |
| Avg. volume 6M: |
|
8.065 |
| Avg. price 1Y: |
|
0.766 |
| Avg. volume 1Y: |
|
7.843 |
| Volatility 1M: |
|
87.04% |
| Volatility 6M: |
|
169.74% |
| Volatility 1Y: |
|
150.63% |
| Volatility 3Y: |
|
- |
