DZ Bank Call 2.5 IES 20.06.2024
/ DE000DW7ZPB6
DZ Bank Call 2.5 IES 20.06.2024/ DE000DW7ZPB6 /
2024-05-03 9:06:59 AM |
Chg.+0.02 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.07EUR |
+1.90% |
- Bid Size: - |
- Ask Size: - |
INTESA SANPAOLO |
2.50 - |
2024-06-20 |
Call |
Master data
WKN: |
DW7ZPB |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
INTESA SANPAOLO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.50 - |
Maturity: |
2024-06-20 |
Issue date: |
2022-11-25 |
Last trading day: |
2024-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.96 |
Implied volatility: |
0.90 |
Historic volatility: |
0.21 |
Parity: |
0.96 |
Time value: |
0.09 |
Break-even: |
3.55 |
Moneyness: |
1.38 |
Premium: |
0.03 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.06 |
Spread %: |
6.06% |
Delta: |
0.88 |
Theta: |
0.00 |
Omega: |
2.91 |
Rho: |
0.00 |
Quote data
Open: |
1.07 |
High: |
1.07 |
Low: |
1.07 |
Previous Close: |
1.05 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.94% |
1 Month |
|
|
+30.49% |
3 Months |
|
|
+148.84% |
YTD |
|
|
+311.54% |
1 Year |
|
|
+494.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.07 |
1.05 |
1M High / 1M Low: |
1.07 |
0.76 |
6M High / 6M Low: |
1.07 |
0.16 |
High (YTD): |
2024-05-03 |
1.07 |
Low (YTD): |
2024-01-02 |
0.28 |
52W High: |
2024-05-03 |
1.07 |
52W Low: |
2023-10-25 |
0.08 |
Avg. price 1W: |
|
1.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.48 |
Avg. volume 6M: |
|
1,129.03 |
Avg. price 1Y: |
|
0.31 |
Avg. volume 1Y: |
|
549.02 |
Volatility 1M: |
|
77.58% |
Volatility 6M: |
|
106.13% |
Volatility 1Y: |
|
143.16% |
Volatility 3Y: |
|
- |