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DZ Bank Call 3.5 BSD2 20.12.2024/  DE000DW8NPE4  /

Frankfurt Zert./DZB
2024-05-10  9:34:47 PM Chg.-0.040 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
1.300EUR -2.99% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 3.50 - 2024-12-20 Call
 

Master data

WKN: DW8NPE
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.23
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 1.23
Time value: 0.16
Break-even: 4.89
Moneyness: 1.35
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.08
Spread %: 6.11%
Delta: 0.90
Theta: 0.00
Omega: 3.06
Rho: 0.02
 

Quote data

Open: 1.370
High: 1.370
Low: 1.300
Previous Close: 1.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.07%
1 Month  
+25.00%
3 Months  
+195.45%
YTD  
+113.11%
1 Year  
+364.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 1.190
1M High / 1M Low: 1.380 0.920
6M High / 6M Low: 1.380 0.410
High (YTD): 2024-04-26 1.380
Low (YTD): 2024-01-29 0.410
52W High: 2024-04-26 1.380
52W Low: 2023-06-23 0.210
Avg. price 1W:   1.288
Avg. volume 1W:   0.000
Avg. price 1M:   1.186
Avg. volume 1M:   0.000
Avg. price 6M:   0.737
Avg. volume 6M:   0.000
Avg. price 1Y:   0.561
Avg. volume 1Y:   0.000
Volatility 1M:   97.74%
Volatility 6M:   94.10%
Volatility 1Y:   111.28%
Volatility 3Y:   -