DZ Bank Call 68 GXI 20.12.2024
/ DE000DW81F14
DZ Bank Call 68 GXI 20.12.2024/ DE000DW81F14 /
| 5/30/2024 3:04:57 PM |
Chg.+0.08 |
Bid3:39:05 PM |
Ask3:39:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
+2.17% |
3.72
Bid Size: 75,000 |
3.75
Ask Size: 75,000 |
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: |
3.65 |
| High: |
3.77 |
| Low: |
3.65 |
| Previous Close: |
3.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.07% |
| 1 Month |
|
|
+3.29% |
| 3 Months |
|
|
-14.32% |
| YTD |
|
|
+16.00% |
| 1 Year |
|
|
-11.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.09 |
3.69 |
| 1M High / 1M Low: |
4.09 |
2.83 |
| 6M High / 6M Low: |
4.53 |
2.44 |
| High (YTD): |
3/6/2024 |
4.53 |
| Low (YTD): |
1/17/2024 |
2.51 |
| 52W High: |
9/1/2023 |
5.80 |
| 52W Low: |
11/16/2023 |
2.29 |
| Avg. price 1W: |
|
3.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
159.19% |
| Volatility 6M: |
|
111.99% |
| Volatility 1Y: |
|
100.82% |
| Volatility 3Y: |
|
- |
