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DZ Bank Call 3.5 BSD2 20.12.2024/  DE000DW8NPE4  /

Frankfurt Zert./DZB
14/11/2024  21:35:19 Chg.+0.100 Bid21:59:06 Ask21:59:06 Underlying Strike price Expiration date Option type
0.990EUR +11.24% 0.980
Bid Size: 7,500		 1.060
Ask Size: 7,500		 BCO SANTANDER N.EO0,... 3.50 - 20/12/2024 Call
 

Master data

WKN: DW8NPE
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 20/12/2024
Issue date: 27/12/2022
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.49
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.90
Implied volatility: 0.71
Historic volatility: 0.24
Parity: 0.90
Time value: 0.08
Break-even: 4.48
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.08
Spread %: 8.89%
Delta: 0.88
Theta: 0.00
Omega: 3.94
Rho: 0.00
 

Quote data

Open: 0.960
High: 1.030
Low: 0.960
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.00%
1 Month
  -7.48%
3 Months  
+45.59%
YTD  
+62.30%
1 Year  
+83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.870
1M High / 1M Low: 1.110 0.870
6M High / 6M Low: 1.410 0.630
High (YTD): 17/05/2024 1.410
Low (YTD): 29/01/2024 0.410
52W High: 17/05/2024 1.410
52W Low: 29/01/2024 0.410
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   1.025
Avg. volume 1M:   0.000
Avg. price 6M:   1.013
Avg. volume 6M:   0.000
Avg. price 1Y:   0.882
Avg. volume 1Y:   0.000
Volatility 1M:   99.85%
Volatility 6M:   99.65%
Volatility 1Y:   96.76%
Volatility 3Y:   -