DZ Bank Call 85 GXI 20.12.2024
/ DE000DW81F63
DZ Bank Call 85 GXI 20.12.2024/ DE000DW81F63 /
| 2024-06-05 8:10:42 AM |
Chg.+0.04 |
Bid8:10:54 AM |
Ask8:10:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
+1.49% |
2.73
Bid Size: 26,250 |
2.78
Ask Size: 26,250 |
GERRESHEIMER AG |
85.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW81F6 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.40 |
| Parity: |
2.17 |
| Time value: |
0.60 |
| Break-even: |
112.70 |
| Moneyness: |
1.26 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.21% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
3.14 |
| Rho: |
0.32 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.72 |
| Previous Close: |
2.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.74% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-10.53% |
| YTD |
|
|
+30.14% |
| 1 Year |
|
|
-20.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
2.33 |
| 1M High / 1M Low: |
2.72 |
1.61 |
| 6M High / 6M Low: |
3.17 |
1.42 |
| High (YTD): |
2024-03-06 |
3.17 |
| Low (YTD): |
2024-02-08 |
1.46 |
| 52W High: |
2023-09-01 |
4.41 |
| 52W Low: |
2023-11-16 |
1.33 |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
235.52% |
| Volatility 6M: |
|
154.50% |
| Volatility 1Y: |
|
135.33% |
| Volatility 3Y: |
|
- |
