DZ Bank Call 3 BSD2 20.12.2024
/ DE000DW8NPD6
DZ Bank Call 3 BSD2 20.12.2024/ DE000DW8NPD6 /
| 2024-05-14 9:07:36 AM |
Chg.+0.01 |
Bid12:32:08 PM |
Ask12:32:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+0.56% |
1.77
Bid Size: 50,000 |
1.79
Ask Size: 50,000 |
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: |
2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
1.76 |
| Time value: |
0.08 |
| Break-even: |
4.84 |
| Moneyness: |
1.59 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
4.55% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.51 |
| Rho: |
0.02 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.62% |
| 1 Month |
|
|
+18.30% |
| 3 Months |
|
|
+118.07% |
| YTD |
|
|
+88.54% |
| 1 Year |
|
|
+241.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.73 |
| 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: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
155.65 |
| Avg. price 1Y: |
|
0.91 |
| Avg. volume 1Y: |
|
222.75 |
| Volatility 1M: |
|
74.22% |
| Volatility 6M: |
|
60.82% |
| Volatility 1Y: |
|
76.28% |
| Volatility 3Y: |
|
- |
