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DZ Bank Call 75 GXI 20.12.2024/  DE000DW81F30  /

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
3.550EUR +1.14% 3.650
Bid Size: 7,500		 3.710
Ask Size: 7,500		 GERRESHEIMER AG 75.00 - 2024-12-20 Call
 

Master data

WKN: DW81F3
Issuer: DZ Bank AG
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.99
Leverage: Yes

Calculated values

Fair value: 3.45
Intrinsic value: 3.17
Implied volatility: 0.49
Historic volatility: 0.40
Parity: 3.17
Time value: 0.40
Break-even: 110.70
Moneyness: 1.42
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 1.71%
Delta: 0.89
Theta: -0.02
Omega: 2.65
Rho: 0.32
 

Quote data

Open: 3.540
High: 3.740
Low: 3.500
Previous Close: 3.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.52%
1 Month  
+13.42%
3 Months
  -6.58%
YTD  
+30.04%
1 Year
  -12.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.510 3.100
1M High / 1M Low: 3.510 2.240
6M High / 6M Low: 4.010 1.990
High (YTD): 2024-03-06 4.010
Low (YTD): 2024-01-17 2.060
52W High: 2023-09-01 5.220
52W Low: 2023-11-16 1.860
Avg. price 1W:   3.302
Avg. volume 1W:   0.000
Avg. price 1M:   3.058
Avg. volume 1M:   0.000
Avg. price 6M:   2.905
Avg. volume 6M:   0.000
Avg. price 1Y:   3.283
Avg. volume 1Y:   1.563
Volatility 1M:   187.88%
Volatility 6M:   133.14%
Volatility 1Y:   117.66%
Volatility 3Y:   -