DZ Bank Call 6.5 DEZ 20.12.2024/  DE000DW81CY9  /

EUWAX
2024-06-14  6:09:42 PM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% -
Bid Size: -
-
Ask Size: -
DEUTZ AG O.N. 6.50 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 29.05
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.33
Parity: -1.56
Time value: 0.17
Break-even: 6.67
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 0.79
Spread abs.: 0.06
Spread %: 54.55%
Delta: 0.23
Theta: 0.00
Omega: 6.74
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.130
Low: 0.120
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -62.50%
3 Months
  -70.73%
YTD
  -33.33%
1 Year
  -85.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.320 0.110
6M High / 6M Low: 0.650 0.050
High (YTD): 2024-04-11 0.650
Low (YTD): 2024-01-17 0.050
52W High: 2023-06-16 0.830
52W Low: 2023-10-25 0.030
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   0.326
Avg. volume 6M:   161.290
Avg. price 1Y:   0.270
Avg. volume 1Y:   78.431
Volatility 1M:   253.50%
Volatility 6M:   296.63%
Volatility 1Y:   265.49%
Volatility 3Y:   -