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DZ Bank Call 68 GXI 20.12.2024/  DE000DW81F14  /

Frankfurt Zert./DZB
2024-06-05  9:34:54 PM Chg.+0.040 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
4.140EUR +0.98% 4.250
Bid Size: 7,500		 4.340
Ask Size: 7,500		 GERRESHEIMER AG 68.00 - 2024-12-20 Call
 

Master data

WKN: DW81F1
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 4.06
Intrinsic value: 3.87
Implied volatility: 0.53
Historic volatility: 0.40
Parity: 3.87
Time value: 0.32
Break-even: 109.90
Moneyness: 1.57
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.09
Spread %: 2.20%
Delta: 0.92
Theta: -0.02
Omega: 2.34
Rho: 0.30
 

Quote data

Open: 4.130
High: 4.350
Low: 4.090
Previous Close: 4.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.89%
1 Month  
+11.89%
3 Months
  -5.26%
YTD  
+27.38%
1 Year
  -9.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.100 3.680
1M High / 1M Low: 4.100 2.790
6M High / 6M Low: 4.590 2.440
High (YTD): 2024-03-06 4.590
Low (YTD): 2024-01-17 2.510
52W High: 2023-09-01 5.810
52W Low: 2023-11-16 2.290
Avg. price 1W:   3.890
Avg. volume 1W:   0.000
Avg. price 1M:   3.636
Avg. volume 1M:   131.818
Avg. price 6M:   3.446
Avg. volume 6M:   23.200
Avg. price 1Y:   3.814
Avg. volume 1Y:   11.328
Volatility 1M:   157.53%
Volatility 6M:   116.35%
Volatility 1Y:   104.17%
Volatility 3Y:   -