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DZ Bank Call 3 BSD2 21.06.2024/  DE000DW3H9A3  /

Frankfurt Zert./DZB
2024-05-29  9:35:04 PM Chg.-0.060 Bid9:58:47 PM Ask9:58:47 PM Underlying Strike price Expiration date Option type
1.670EUR -3.47% 1.670
Bid Size: 5,000		 1.750
Ask Size: 5,000		 BCO SANTANDER N.EO0,... 3.00 - 2024-06-21 Call
 

Master data

WKN: DW3H9A
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.00 -
Maturity: 2024-06-21
Issue date: 2022-06-22
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.62
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.76
Implied volatility: 1.36
Historic volatility: 0.23
Parity: 1.76
Time value: 0.06
Break-even: 4.82
Moneyness: 1.59
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.08
Spread %: 4.60%
Delta: 0.94
Theta: 0.00
Omega: 2.45
Rho: 0.00
 

Quote data

Open: 1.750
High: 1.750
Low: 1.660
Previous Close: 1.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.22%
1 Month
  -6.18%
3 Months  
+103.66%
YTD  
+91.95%
1 Year  
+247.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.800 1.690
1M High / 1M Low: 1.820 1.530
6M High / 6M Low: 1.820 0.660
High (YTD): 2024-05-17 1.820
Low (YTD): 2024-01-29 0.660
52W High: 2024-05-17 1.820
52W Low: 2023-06-23 0.390
Avg. price 1W:   1.734
Avg. volume 1W:   0.000
Avg. price 1M:   1.714
Avg. volume 1M:   0.000
Avg. price 6M:   1.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.890
Avg. volume 1Y:   0.000
Volatility 1M:   66.27%
Volatility 6M:   74.40%
Volatility 1Y:   88.91%
Volatility 3Y:   -