DZ Bank Call 15 INN1 20.09.2024
/ DE000DW9B2R2
DZ Bank Call 15 INN1 20.09.2024/ DE000DW9B2R2 /
| 2024-09-06 9:06:19 AM |
Chg.-0.04 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-3.39% |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
15.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DW9B2R |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-01-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
0.97 |
| Time value: |
0.19 |
| Break-even: |
16.16 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
4.50% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
10.80 |
| Rho: |
0.00 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
+107.27% |
| 3 Months |
|
|
-38.04% |
| YTD |
|
|
+171.43% |
| 1 Year |
|
|
+123.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.14 |
| 1M High / 1M Low: |
1.52 |
0.55 |
| 6M High / 6M Low: |
2.22 |
0.19 |
| High (YTD): |
2024-07-29 |
2.22 |
| Low (YTD): |
2024-02-09 |
0.06 |
| 52W High: |
2024-07-29 |
2.22 |
| 52W Low: |
2024-02-09 |
0.06 |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
19.53 |
| Avg. price 1Y: |
|
0.77 |
| Avg. volume 1Y: |
|
9.80 |
| Volatility 1M: |
|
168.48% |
| Volatility 6M: |
|
219.20% |
| Volatility 1Y: |
|
209.43% |
| Volatility 3Y: |
|
- |
