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DZ Bank Call 2 IES 19.12.2024/  DE000DW8TJK1  /

Frankfurt Zert./DZB
2024-07-09  8:35:03 PM Chg.-0.020 Bid9:00:23 PM Ask9:00:23 PM Underlying Strike price Expiration date Option type
1.580EUR -1.25% 1.570
Bid Size: 100,000		 1.630
Ask Size: 100,000		 INTESA SANPAOLO 2.00 - 2024-12-19 Call
 

Master data

WKN: DW8TJK
Issuer: DZ Bank AG
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 2.00 -
Maturity: 2024-12-19
Issue date: 2023-01-02
Last trading day: 2024-12-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.16
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.57
Implied volatility: 0.68
Historic volatility: 0.21
Parity: 1.57
Time value: 0.08
Break-even: 3.65
Moneyness: 1.78
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 3.77%
Delta: 0.94
Theta: 0.00
Omega: 2.03
Rho: 0.01
 

Quote data

Open: 1.590
High: 1.610
Low: 1.570
Previous Close: 1.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.94%
1 Month
  -1.86%
3 Months  
+20.61%
YTD  
+128.99%
1 Year  
+251.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.600 1.550
1M High / 1M Low: 1.610 1.340
6M High / 6M Low: 1.750 0.730
High (YTD): 2024-05-17 1.750
Low (YTD): 2024-01-03 0.720
52W High: 2024-05-17 1.750
52W Low: 2023-10-27 0.390
Avg. price 1W:   1.584
Avg. volume 1W:   0.000
Avg. price 1M:   1.521
Avg. volume 1M:   0.000
Avg. price 6M:   1.259
Avg. volume 6M:   0.000
Avg. price 1Y:   0.904
Avg. volume 1Y:   0.000
Volatility 1M:   68.13%
Volatility 6M:   56.95%
Volatility 1Y:   68.22%
Volatility 3Y:   -