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DZ Bank Call 4.5 BSD2 20.12.2024/  DE000DW807P6  /

EUWAX
2024-04-19  9:05:28 AM Chg.0.000 Bid8:01:07 PM Ask8:01:07 PM Underlying Strike price Expiration date Option type
0.380EUR 0.00% 0.380
Bid Size: 10,000		 0.420
Ask Size: 10,000		 BCO SANTANDER N.EO0,... 4.50 - 2024-12-20 Call
 

Master data

WKN: DW807P
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.08
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.04
Implied volatility: 0.22
Historic volatility: 0.24
Parity: 0.04
Time value: 0.37
Break-even: 4.91
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 10.81%
Delta: 0.61
Theta: 0.00
Omega: 6.79
Rho: 0.02
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.63%
1 Month  
+52.00%
3 Months  
+192.31%
YTD  
+90.00%
1 Year  
+65.22%
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.480 0.250
6M High / 6M Low: 0.480 0.090
High (YTD): 2024-04-09 0.480
Low (YTD): 2024-01-29 0.090
52W High: 2024-04-09 0.480
52W Low: 2023-05-22 0.060
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   0.163
Avg. volume 1Y:   0.000
Volatility 1M:   114.98%
Volatility 6M:   136.23%
Volatility 1Y:   169.07%
Volatility 3Y:   -