DZ Bank Call 3.5 BSD2 21.06.2024
/ DE000DW3H9B1
DZ Bank Call 3.5 BSD2 21.06.2024/ DE000DW3H9B1 /
| 2024-06-07 9:05:15 AM |
Chg.+0.08 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+6.78% |
-
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: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.23 |
| Parity: |
1.23 |
| Time value: |
0.05 |
| Break-even: |
4.78 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.08 |
| Spread %: |
6.67% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.42 |
| Rho: |
0.00 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+125.00% |
| YTD |
|
|
+162.50% |
| 1 Year |
|
|
+425.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.18 |
| 1M High / 1M Low: |
1.38 |
1.18 |
| 6M High / 6M Low: |
1.42 |
0.28 |
| High (YTD): |
2024-04-29 |
1.42 |
| Low (YTD): |
2024-01-29 |
0.28 |
| 52W High: |
2024-04-29 |
1.42 |
| 52W Low: |
2023-06-23 |
0.16 |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.55 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
71.79% |
| Volatility 6M: |
|
104.74% |
| Volatility 1Y: |
|
126.35% |
| Volatility 3Y: |
|
- |
