DZ Bank Call 8 BOY 20.12.2024
/ DE000DW8NPB0
DZ Bank Call 8 BOY 20.12.2024/ DE000DW8NPB0 /
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: |
|
- |