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DZ Bank Call 84 SNW 20.12.2024/  DE000DW9SX62  /

Frankfurt Zert./DZB
9/27/2024  12:04:57 PM Chg.+0.080 Bid12:10:36 PM Ask12:10:36 PM Underlying Strike price Expiration date Option type
1.960EUR +4.26% 1.960
Bid Size: 100,000		 1.980
Ask Size: 100,000		 SANOFI SA INHABER ... 84.00 - 12/20/2024 Call
 

Master data

WKN: DW9SX6
Issuer: DZ Bank AG
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.09
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.83
Implied volatility: 0.38
Historic volatility: 0.25
Parity: 1.83
Time value: 0.18
Break-even: 104.10
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.03%
Delta: 0.89
Theta: -0.03
Omega: 4.51
Rho: 0.16
 

Quote data

Open: 1.930
High: 1.960
Low: 1.910
Previous Close: 1.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.22%
1 Month  
+3.16%
3 Months  
+94.06%
YTD  
+86.67%
1 Year
  -9.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.100 1.880
1M High / 1M Low: 2.340 1.880
6M High / 6M Low: 2.340 0.630
High (YTD): 9/9/2024 2.340
Low (YTD): 4/18/2024 0.630
52W High: 10/12/2023 2.400
52W Low: 4/18/2024 0.630
Avg. price 1W:   2.018
Avg. volume 1W:   0.000
Avg. price 1M:   2.090
Avg. volume 1M:   0.000
Avg. price 6M:   1.298
Avg. volume 6M:   0.000
Avg. price 1Y:   1.239
Avg. volume 1Y:   0.000
Volatility 1M:   70.00%
Volatility 6M:   123.51%
Volatility 1Y:   130.59%
Volatility 3Y:   -