DZ Bank Call 3.75 BSD2 20.09.2024
/ DE000DJ20QW8
DZ Bank Call 3.75 BSD2 20.09.2024/ DE000DJ20QW8 /
| 2024-05-22 9:34:37 PM |
Chg.0.000 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
0.00% |
1.120
Bid Size: 5,000 |
1.200
Ask Size: 5,000 |
BCO SANTANDER N.EO0,... |
3.75 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20QW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
1.09 |
| Time value: |
0.11 |
| Break-even: |
4.95 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.08 |
| Spread %: |
7.14% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
3.62 |
| Rho: |
0.01 |
Quote data
| Open: |
1.180 |
| High: |
1.180 |
| Low: |
1.110 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.89% |
| 3 Months |
|
|
+239.39% |
| YTD |
|
|
+180.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.080 |
| 1M High / 1M Low: |
1.140 |
0.900 |
| 6M High / 6M Low: |
1.140 |
0.230 |
| High (YTD): |
2024-05-17 |
1.140 |
| Low (YTD): |
2024-02-16 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.556 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.83% |
| Volatility 6M: |
|
129.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
