DZ Bank Call 8 BOY 20.12.2024/  DE000DW8NPB0  /

Frankfurt Zert./DZB
2024-06-03  1:08:59 PM Chg.-0.010 Bid1:15:45 PM Ask1:15:45 PM Underlying Strike price Expiration date Option type
2.230EUR -0.45% 2.240
Bid Size: 50,000
2.250
Ask Size: 50,000
BCO BIL.VIZ.ARG.NOM.... 8.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 1.94
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 1.94
Time value: 0.39
Break-even: 10.33
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.75%
Delta: 0.85
Theta: 0.00
Omega: 3.63
Rho: 0.03
 

Quote data

Open: 2.300
High: 2.340
Low: 2.230
Previous Close: 2.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.62%
1 Month  
+0.91%
3 Months  
+41.14%
YTD  
+137.23%
1 Year  
+457.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.290 2.090
1M High / 1M Low: 2.590 1.980
6M High / 6M Low: 3.240 0.720
High (YTD): 2024-04-04 3.240
Low (YTD): 2024-01-25 0.720
52W High: 2024-04-04 3.240
52W Low: 2023-06-13 0.350
Avg. price 1W:   2.202
Avg. volume 1W:   0.000
Avg. price 1M:   2.262
Avg. volume 1M:   0.000
Avg. price 6M:   1.810
Avg. volume 6M:   0.000
Avg. price 1Y:   1.203
Avg. volume 1Y:   0.000
Volatility 1M:   121.43%
Volatility 6M:   123.48%
Volatility 1Y:   123.10%
Volatility 3Y:   -