DZ Bank Call 16 INN1 20.09.2024
/ DE000DW9B2S0
DZ Bank Call 16 INN1 20.09.2024/ DE000DW9B2S0 /
| 2024-08-01 9:02:07 AM |
Chg.-0.250 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-24.04% |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DW9B2S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-01-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.21 |
| Parity: |
0.75 |
| Time value: |
0.18 |
| Break-even: |
16.93 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.03 |
| Spread %: |
-3.13% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
14.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.17% |
| 1 Month |
|
|
-9.20% |
| 3 Months |
|
|
+61.22% |
| YTD |
|
|
+243.48% |
| 1 Year |
|
|
+71.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.04 |
| 1M High / 1M Low: |
1.31 |
0.84 |
| 6M High / 6M Low: |
1.31 |
0.02 |
| High (YTD): |
2024-07-29 |
1.31 |
| Low (YTD): |
2024-02-01 |
0.02 |
| 52W High: |
2024-07-29 |
1.31 |
| 52W Low: |
2024-02-01 |
0.02 |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.41 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
165.69% |
| Volatility 6M: |
|
367.01% |
| Volatility 1Y: |
|
309.54% |
| Volatility 3Y: |
|
- |
