DZ Bank Call 70 GXI 20.12.2024
/ DE000DW81F22
DZ Bank Call 70 GXI 20.12.2024/ DE000DW81F22 /
| 2024-05-30 5:05:20 PM |
Chg.-0.02 |
Bid5:18:48 PM |
Ask5:18:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.50EUR |
-0.57% |
3.48
Bid Size: 75,000 |
3.50
Ask Size: 75,000 |
GERRESHEIMER AG |
70.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW81F2 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
3.23 |
| Time value: |
0.34 |
| Break-even: |
105.70 |
| Moneyness: |
1.46 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.71% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
2.59 |
| Rho: |
0.32 |
Quote data
| Open: |
3.48 |
| High: |
3.60 |
| Low: |
3.48 |
| Previous Close: |
3.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.69% |
| 1 Month |
|
|
+0.57% |
| 3 Months |
|
|
-17.45% |
| YTD |
|
|
+12.90% |
| 1 Year |
|
|
-14.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.92 |
2.90 |
| 1M High / 1M Low: |
3.92 |
2.67 |
| 6M High / 6M Low: |
4.36 |
2.30 |
| High (YTD): |
2024-03-06 |
4.36 |
| Low (YTD): |
2024-01-17 |
2.38 |
| 52W High: |
2023-09-01 |
5.63 |
| 52W Low: |
2023-11-16 |
2.16 |
| Avg. price 1W: |
|
3.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
152.55% |
| Volatility 6M: |
|
113.12% |
| Volatility 1Y: |
|
102.38% |
| Volatility 3Y: |
|
- |
