DZ Bank Call 3.5 BSD2 20.12.2024
/ DE000DW8NPE4
DZ Bank Call 3.5 BSD2 20.12.2024/ DE000DW8NPE4 /
7/26/2024 9:34:47 PM |
Chg.-0.020 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
-1.85% |
1.080 Bid Size: 7,500 |
1.160 Ask Size: 7,500 |
BCO SANTANDER N.EO0,... |
3.50 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/27/2022 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.41 |
Historic volatility: |
0.23 |
Parity: |
1.03 |
Time value: |
0.13 |
Break-even: |
4.66 |
Moneyness: |
1.29 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.08 |
Spread %: |
7.41% |
Delta: |
0.88 |
Theta: |
0.00 |
Omega: |
3.43 |
Rho: |
0.01 |
Quote data
Open: |
1.100 |
High: |
1.100 |
Low: |
1.060 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.07% |
1 Month |
|
|
+13.98% |
3 Months |
|
|
-23.19% |
YTD |
|
|
+73.77% |
1 Year |
|
|
+96.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.210 |
1.060 |
1M High / 1M Low: |
1.210 |
0.930 |
6M High / 6M Low: |
1.410 |
0.410 |
High (YTD): |
5/17/2024 |
1.410 |
Low (YTD): |
1/29/2024 |
0.410 |
52W High: |
5/17/2024 |
1.410 |
52W Low: |
10/24/2023 |
0.330 |
Avg. price 1W: |
|
1.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.969 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.737 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
101.63% |
Volatility 6M: |
|
93.19% |
Volatility 1Y: |
|
100.40% |
Volatility 3Y: |
|
- |