DZ Bank Call 8 BOY 20.12.2024
/ DE000DW8NPB0
DZ Bank Call 8 BOY 20.12.2024/ DE000DW8NPB0 /
04/09/2024 11:04:54 |
Chg.-0.090 |
Bid11:12:31 |
Ask11:12:31 |
Underlying |
Strike price |
Expiration date |
Option type |
1.250EUR |
-6.72% |
1.230 Bid Size: 50,000 |
1.240 Ask Size: 50,000 |
BCO BIL.VIZ.ARG.NOM.... |
8.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DW8NPB |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
27/12/2022 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
1.28 |
Implied volatility: |
0.10 |
Historic volatility: |
0.25 |
Parity: |
1.28 |
Time value: |
0.08 |
Break-even: |
9.36 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.04 |
Spread %: |
3.03% |
Delta: |
1.00 |
Theta: |
0.00 |
Omega: |
6.81 |
Rho: |
0.02 |
Quote data
Open: |
1.180 |
High: |
1.290 |
Low: |
1.180 |
Previous Close: |
1.340 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-21.38% |
1 Month |
|
|
-0.79% |
3 Months |
|
|
-28.16% |
YTD |
|
|
+32.98% |
1 Year |
|
|
+123.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.680 |
1.340 |
1M High / 1M Low: |
1.680 |
1.120 |
6M High / 6M Low: |
3.240 |
1.120 |
High (YTD): |
04/04/2024 |
3.240 |
Low (YTD): |
25/01/2024 |
0.720 |
52W High: |
04/04/2024 |
3.240 |
52W Low: |
07/09/2023 |
0.370 |
Avg. price 1W: |
|
1.582 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.397 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.067 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.511 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
125.95% |
Volatility 6M: |
|
119.66% |
Volatility 1Y: |
|
124.75% |
Volatility 3Y: |
|
- |