DZ Bank Call 3.5 BSD2 21.06.2024
/ DE000DW3H9B1
DZ Bank Call 3.5 BSD2 21.06.2024/ DE000DW3H9B1 /
| 2024-04-25 9:05:22 AM |
Chg.+0.03 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+2.38% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
3.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DW3H9B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.23 |
| Parity: |
1.28 |
| Time value: |
0.05 |
| Break-even: |
4.83 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
6.40% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
3.38 |
| Rho: |
0.00 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.63% |
| 1 Month |
|
|
+40.22% |
| 3 Months |
|
|
+360.71% |
| YTD |
|
|
+168.75% |
| 1 Year |
|
|
+200.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
0.97 |
| 1M High / 1M Low: |
1.26 |
0.90 |
| 6M High / 6M Low: |
1.26 |
0.28 |
| High (YTD): |
2024-04-24 |
1.26 |
| Low (YTD): |
2024-01-29 |
0.28 |
| 52W High: |
2024-04-24 |
1.26 |
| 52W Low: |
2023-06-23 |
0.16 |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.91% |
| Volatility 6M: |
|
107.63% |
| Volatility 1Y: |
|
132.23% |
| Volatility 3Y: |
|
- |
