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DZ Bank Call 3.75 BSD2 20.12.2024/  DE000DJ38259  /

Frankfurt Zert./DZB
9/6/2024  9:34:40 PM Chg.-0.110 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.620EUR -15.07% 0.610
Bid Size: 7,500		 0.650
Ask Size: 7,500		 BCO SANTANDER N.EO0,... 3.75 EUR 12/20/2024 Call
 

Master data

WKN: DJ3825
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.75 EUR
Maturity: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.60
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.54
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.54
Time value: 0.11
Break-even: 4.40
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 6.56%
Delta: 0.83
Theta: 0.00
Omega: 5.49
Rho: 0.01
 

Quote data

Open: 0.670
High: 0.710
Low: 0.600
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.48%
1 Month  
+37.78%
3 Months
  -42.59%
YTD  
+31.91%
1 Year  
+148.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.620
1M High / 1M Low: 0.790 0.430
6M High / 6M Low: 1.200 0.430
High (YTD): 5/17/2024 1.200
Low (YTD): 2/13/2024 0.290
52W High: 5/17/2024 1.200
52W Low: 10/24/2023 0.240
Avg. price 1W:   0.690
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   0.832
Avg. volume 6M:   0.000
Avg. price 1Y:   0.609
Avg. volume 1Y:   0.000
Volatility 1M:   128.62%
Volatility 6M:   113.13%
Volatility 1Y:   118.71%
Volatility 3Y:   -