DZ Bank Call 80 GXI 20.12.2024
/ DE000DW81F48
DZ Bank Call 80 GXI 20.12.2024/ DE000DW81F48 /
| 2024-06-05 3:05:15 PM |
Chg.+0.10 |
Bid3:40:53 PM |
Ask3:40:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.17EUR |
+3.26% |
3.13
Bid Size: 75,000 |
3.15
Ask Size: 75,000 |
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: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
2.67 |
| Time value: |
0.49 |
| Break-even: |
111.60 |
| Moneyness: |
1.33 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
1.94% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
2.88 |
| Rho: |
0.32 |
Quote data
| Open: |
3.11 |
| High: |
3.32 |
| Low: |
3.10 |
| Previous Close: |
3.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.97% |
| 1 Month |
|
|
+15.69% |
| 3 Months |
|
|
-7.58% |
| YTD |
|
|
+31.54% |
| 1 Year |
|
|
-15.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.71 |
| 1M High / 1M Low: |
3.11 |
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: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
190.17% |
| Volatility 6M: |
|
135.73% |
| Volatility 1Y: |
|
121.51% |
| Volatility 3Y: |
|
- |
