DZ Bank Call 7 BOY 20.12.2024
/ DE000DW8NN94
DZ Bank Call 7 BOY 20.12.2024/ DE000DW8NN94 /
9/2/2024 1:35:17 PM |
Chg.+0.050 |
Bid9:58:00 PM |
Ask9/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.660EUR |
+1.92% |
- Bid Size: - |
- Ask Size: - |
BCO BIL.VIZ.ARG.NOM.... |
7.00 - |
12/20/2024 |
Call |
Master data
WKN: |
DW8NN9 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.00 - |
Maturity: |
12/20/2024 |
Issue date: |
12/27/2022 |
Last trading day: |
9/2/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.36 |
Intrinsic value: |
2.28 |
Implied volatility: |
0.62 |
Historic volatility: |
0.25 |
Parity: |
2.28 |
Time value: |
0.35 |
Break-even: |
9.63 |
Moneyness: |
1.33 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.09 |
Spread %: |
3.54% |
Delta: |
0.85 |
Theta: |
0.00 |
Omega: |
3.00 |
Rho: |
0.02 |
Quote data
Open: |
2.630 |
High: |
2.670 |
Low: |
2.570 |
Previous Close: |
2.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.98% |
1 Month |
|
|
+26.67% |
3 Months |
|
|
+2.70% |
YTD |
|
|
+67.30% |
1 Year |
|
|
+166.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.660 |
2.510 |
1M High / 1M Low: |
2.660 |
1.920 |
6M High / 6M Low: |
4.240 |
1.920 |
High (YTD): |
4/4/2024 |
4.240 |
Low (YTD): |
1/19/2024 |
1.350 |
52W High: |
4/4/2024 |
4.240 |
52W Low: |
9/7/2023 |
0.730 |
Avg. price 1W: |
|
2.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.290 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.967 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.272 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
67.68% |
Volatility 6M: |
|
89.06% |
Volatility 1Y: |
|
92.24% |
Volatility 3Y: |
|
- |