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DZ Bank Call 8.5 BOY 20.12.2024/  DE000DW8NPC8  /

Frankfurt Zert./DZB
9/4/2024  11:04:38 AM Chg.-0.080 Bid11:22:59 AM Ask11:22:59 AM Underlying Strike price Expiration date Option type
0.860EUR -8.51% 0.860
Bid Size: 50,000		 0.870
Ask Size: 50,000		 BCO BIL.VIZ.ARG.NOM.... 8.50 - 12/20/2024 Call
 

Master data

WKN: DW8NPC
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 8.50 -
Maturity: 12/20/2024
Issue date: 12/27/2022
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.76
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.78
Implied volatility: 0.19
Historic volatility: 0.25
Parity: 0.78
Time value: 0.17
Break-even: 9.45
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 4.40%
Delta: 0.84
Theta: 0.00
Omega: 8.20
Rho: 0.02
 

Quote data

Open: 0.800
High: 0.900
Low: 0.800
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.50%
1 Month
  -6.52%
3 Months
  -36.30%
YTD  
+26.47%
1 Year  
+115.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.940
1M High / 1M Low: 1.240 0.790
6M High / 6M Low: 2.810 0.790
High (YTD): 4/29/2024 2.810
Low (YTD): 1/25/2024 0.490
52W High: 4/29/2024 2.810
52W Low: 9/7/2023 0.250
Avg. price 1W:   1.154
Avg. volume 1W:   0.000
Avg. price 1M:   1.009
Avg. volume 1M:   0.000
Avg. price 6M:   1.664
Avg. volume 6M:   0.000
Avg. price 1Y:   1.188
Avg. volume 1Y:   0.000
Volatility 1M:   155.15%
Volatility 6M:   138.78%
Volatility 1Y:   142.27%
Volatility 3Y:   -