DZ Bank Call 3 BSD2 20.12.2024
/ DE000DW8NPD6
DZ Bank Call 3 BSD2 20.12.2024/ DE000DW8NPD6 /
| 2024-05-03 9:07:43 AM |
Chg.0.00 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
3.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW8NPD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-12-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
1.57 |
| Time value: |
0.15 |
| Break-even: |
4.72 |
| Moneyness: |
1.52 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
4.88% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
2.42 |
| Rho: |
0.02 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.79% |
| 1 Month |
|
|
+6.41% |
| 3 Months |
|
|
+84.44% |
| YTD |
|
|
+72.92% |
| 1 Year |
|
|
+196.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.66 |
| 1M High / 1M Low: |
1.96 |
1.43 |
| 6M High / 6M Low: |
1.96 |
0.74 |
| High (YTD): |
2024-04-29 |
1.96 |
| Low (YTD): |
2024-01-29 |
0.74 |
| 52W High: |
2024-04-29 |
1.96 |
| 52W Low: |
2023-06-23 |
0.46 |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
155.65 |
| Avg. price 1Y: |
|
0.88 |
| Avg. volume 1Y: |
|
221.88 |
| Volatility 1M: |
|
70.50% |
| Volatility 6M: |
|
61.07% |
| Volatility 1Y: |
|
79.13% |
| Volatility 3Y: |
|
- |
