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DZ Bank Call 8 BOY 20.12.2024/  DE000DW8NPB0  /

Frankfurt Zert./DZB
9/4/2024  11:04:54 AM Chg.-0.090 Bid11:20:28 AM Ask11:20:28 AM Underlying Strike price Expiration date Option type
1.250EUR -6.72% 1.250
Bid Size: 50,000		 1.260
Ask Size: 50,000		 BCO BIL.VIZ.ARG.NOM.... 8.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 12/27/2022
Last trading day: 12/19/2024
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): 4/4/2024 3.240
Low (YTD): 1/25/2024 0.720
52W High: 4/4/2024 3.240
52W Low: 9/7/2023 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:   -