DZ Bank Call 8.5 BOY 20.12.2024
/ DE000DW8NPC8
DZ Bank Call 8.5 BOY 20.12.2024/ DE000DW8NPC8 /
08/10/2024 09:08:35 |
Chg.-0.08 |
Bid13:24:21 |
Ask13:24:21 |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
-6.84% |
1.02 Bid Size: 50,000 |
1.03 Ask Size: 50,000 |
BCO BIL.VIZ.ARG.NOM.... |
8.50 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
27/12/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.24 |
Historic volatility: |
0.26 |
Parity: |
1.15 |
Time value: |
0.11 |
Break-even: |
9.76 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
3.28% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
6.89 |
Rho: |
0.01 |
Quote data
Open: |
1.09 |
High: |
1.09 |
Low: |
1.09 |
Previous Close: |
1.17 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.66% |
1 Month |
|
|
+36.25% |
3 Months |
|
|
-21.58% |
YTD |
|
|
+62.69% |
1 Year |
|
|
+91.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
0.90 |
1M High / 1M Low: |
1.44 |
0.79 |
6M High / 6M Low: |
2.83 |
0.65 |
High (YTD): |
29/04/2024 |
2.83 |
Low (YTD): |
19/01/2024 |
0.49 |
52W High: |
29/04/2024 |
2.83 |
52W Low: |
31/10/2023 |
0.45 |
Avg. price 1W: |
|
1.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.49 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.26 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
185.54% |
Volatility 6M: |
|
164.51% |
Volatility 1Y: |
|
147.63% |
Volatility 3Y: |
|
- |