DZ Bank Call 80 GXI 20.12.2024
/ DE000DW81F48
DZ Bank Call 80 GXI 20.12.2024/ DE000DW81F48 /
| 2024-05-31 6:09:43 PM |
Chg.+0.17 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
GERRESHEIMER AG |
80.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW81F4 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.40 |
| Parity: |
2.26 |
| Time value: |
0.50 |
| Break-even: |
107.60 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
2.22% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.12 |
| Rho: |
0.33 |
Quote data
| Open: |
2.70 |
| High: |
2.89 |
| Low: |
2.70 |
| Previous Close: |
2.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.47% |
| 1 Month |
|
|
+6.64% |
| 3 Months |
|
|
-15.74% |
| YTD |
|
|
+19.92% |
| 1 Year |
|
|
-13.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.09 |
2.71 |
| 1M High / 1M Low: |
3.09 |
1.95 |
| 6M High / 6M Low: |
3.56 |
1.70 |
| High (YTD): |
2024-03-06 |
3.56 |
| Low (YTD): |
2024-02-08 |
1.75 |
| 52W High: |
2023-09-01 |
4.81 |
| 52W Low: |
2023-11-16 |
1.58 |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
183.44% |
| Volatility 6M: |
|
136.13% |
| Volatility 1Y: |
|
121.33% |
| Volatility 3Y: |
|
- |
