DZ Bank Call 3 IES 19.12.2024
/ DE000DW81J44
DZ Bank Call 3 IES 19.12.2024/ DE000DW81J44 /
2024-08-05 9:12:03 AM |
Chg.-0.200 |
Bid4:27:05 PM |
Ask4:27:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-33.90% |
0.530 Bid Size: 100,000 |
0.540 Ask Size: 100,000 |
INTESA SANPAOLO |
3.00 - |
2024-12-19 |
Call |
Master data
WKN: |
DW81J4 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
INTESA SANPAOLO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.00 - |
Maturity: |
2024-12-19 |
Issue date: |
2023-01-11 |
Last trading day: |
2024-12-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.38 |
Historic volatility: |
0.22 |
Parity: |
0.44 |
Time value: |
0.16 |
Break-even: |
3.60 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
5.26% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
4.47 |
Rho: |
0.01 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-51.25% |
1 Month |
|
|
-40.00% |
3 Months |
|
|
-36.07% |
YTD |
|
|
+343.18% |
1 Year |
|
|
+550.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.590 |
1M High / 1M Low: |
0.870 |
0.590 |
6M High / 6M Low: |
0.870 |
0.110 |
High (YTD): |
2024-07-31 |
0.870 |
Low (YTD): |
2024-01-17 |
0.090 |
52W High: |
2024-07-31 |
0.870 |
52W Low: |
2023-10-25 |
0.024 |
Avg. price 1W: |
|
0.762 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.720 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.503 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.284 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
119.25% |
Volatility 6M: |
|
123.30% |
Volatility 1Y: |
|
181.74% |
Volatility 3Y: |
|
- |