DZ Bank Call 60 EVD 20.12.2024
/ DE000DW81AG0
DZ Bank Call 60 EVD 20.12.2024/ DE000DW81AG0 /
| 2024-06-21 11:05:31 AM |
Chg.-0.06 |
Bid11:34:17 AM |
Ask11:34:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-2.63% |
2.19
Bid Size: 75,000 |
2.22
Ask Size: 75,000 |
CTS EVENTIM KGAA |
60.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW81AG |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
2.11 |
| Time value: |
0.26 |
| Break-even: |
83.70 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
3.95% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.04 |
| Rho: |
0.24 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.22 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.23% |
| 1 Month |
|
|
-2.63% |
| 3 Months |
|
|
+21.31% |
| YTD |
|
|
+126.53% |
| 1 Year |
|
|
+141.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.10 |
| 1M High / 1M Low: |
2.66 |
1.96 |
| 6M High / 6M Low: |
2.66 |
0.71 |
| High (YTD): |
2024-05-28 |
2.66 |
| Low (YTD): |
2024-01-22 |
0.71 |
| 52W High: |
2024-05-28 |
2.66 |
| 52W Low: |
2023-09-26 |
0.54 |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.35 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
134.09% |
| Volatility 6M: |
|
102.87% |
| Volatility 1Y: |
|
106.41% |
| Volatility 3Y: |
|
- |
