OverviewChartNewsTraderScreen

DZ Bank Call 68 GXI 20.12.2024/  DE000DW81F14  /

Frankfurt Zert./DZB
5/30/2024  9:35:05 PM Chg.-0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
3.680EUR -0.54% 3.680
Bid Size: 7,500		 3.770
Ask Size: 7,500		 GERRESHEIMER AG 68.00 - 12/20/2024 Call
 

Master data

WKN: DW81F1
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 12/20/2024
Issue date: 1/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.60
Leverage: Yes

Calculated values

Fair value: 3.66
Intrinsic value: 3.43
Implied volatility: 0.63
Historic volatility: 0.40
Parity: 3.43
Time value: 0.51
Break-even: 107.40
Moneyness: 1.50
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 2.34%
Delta: 0.88
Theta: -0.03
Omega: 2.27
Rho: 0.28
 

Quote data

Open: 3.660
High: 3.820
Low: 3.660
Previous Close: 3.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.40%
1 Month  
+1.66%
3 Months
  -16.93%
YTD  
+13.23%
1 Year
  -13.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.080 3.700
1M High / 1M Low: 4.080 2.790
6M High / 6M Low: 4.590 2.440
High (YTD): 3/6/2024 4.590
Low (YTD): 1/17/2024 2.510
52W High: 9/1/2023 5.810
52W Low: 11/16/2023 2.290
Avg. price 1W:   3.898
Avg. volume 1W:   290
Avg. price 1M:   3.586
Avg. volume 1M:   138.095
Avg. price 6M:   3.411
Avg. volume 6M:   23.387
Avg. price 1Y:   3.819
Avg. volume 1Y:   11.328
Volatility 1M:   156.16%
Volatility 6M:   117.21%
Volatility 1Y:   104.11%
Volatility 3Y:   -