DZ Bank Call 7.5 BOY 20.12.2024
/ DE000DW8NPA2
DZ Bank Call 7.5 BOY 20.12.2024/ DE000DW8NPA2 /
| 7/29/2024 9:07:44 AM |
Chg.+0.11 |
Bid2:36:32 PM |
Ask2:36:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.74EUR |
+4.18% |
2.73
Bid Size: 50,000 |
2.75
Ask Size: 50,000 |
BCO BIL.VIZ.ARG.NOM.... |
7.50 - |
12/20/2024 |
Call |
Master data
| WKN: |
DW8NPA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/27/2022 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
2.54 |
| Time value: |
0.24 |
| Break-even: |
10.27 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
2.97% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
3.28 |
| Rho: |
0.02 |
Quote data
| Open: |
2.74 |
| High: |
2.74 |
| Low: |
2.74 |
| Previous Close: |
2.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.87% |
| 1 Month |
|
|
+34.98% |
| 3 Months |
|
|
-30.46% |
| YTD |
|
|
+122.76% |
| 1 Year |
|
|
+246.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
2.54 |
| 1M High / 1M Low: |
2.80 |
2.06 |
| 6M High / 6M Low: |
3.94 |
1.02 |
| High (YTD): |
4/29/2024 |
3.94 |
| Low (YTD): |
1/19/2024 |
1.00 |
| 52W High: |
4/29/2024 |
3.94 |
| 52W Low: |
8/8/2023 |
0.55 |
| Avg. price 1W: |
|
2.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.98% |
| Volatility 6M: |
|
107.06% |
| Volatility 1Y: |
|
107.12% |
| Volatility 3Y: |
|
- |
