DZ Bank Call 8.5 BOY 20.12.2024
/ DE000DW8NPC8
DZ Bank Call 8.5 BOY 20.12.2024/ DE000DW8NPC8 /
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: |
|
- |