OverviewChartNewsTraderScreen

DZ Bank Call 6.5 DEZ 20.12.2024/  DE000DW81CY9  /

Frankfurt Zert./DZB
6/21/2024  1:08:22 PM Chg.+0.020 Bid6/21/2024 Ask6/21/2024 Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.140
Bid Size: 20,000		 0.160
Ask Size: 20,000		 DEUTZ AG O.N. 6.50 - 12/20/2024 Call
 

Master data

WKN: DW81CY
Issuer: DZ Bank AG
Currency: EUR
Underlying: DEUTZ AG O.N.
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 26.50
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.33
Parity: -1.47
Time value: 0.19
Break-even: 6.69
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.77
Spread abs.: 0.06
Spread %: 46.15%
Delta: 0.25
Theta: 0.00
Omega: 6.63
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.150
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month
  -46.15%
3 Months
  -65.85%
YTD
  -6.67%
1 Year
  -77.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: 0.660 0.060
High (YTD): 4/9/2024 0.660
Low (YTD): 1/17/2024 0.060
52W High: 7/18/2023 0.680
52W Low: 10/25/2023 0.030
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   0.321
Avg. volume 6M:   480
Avg. price 1Y:   0.259
Avg. volume 1Y:   265.625
Volatility 1M:   193.69%
Volatility 6M:   263.68%
Volatility 1Y:   242.98%
Volatility 3Y:   -