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DZ Bank Call 4 BSD2 20.12.2024/  DE000DW8NPF1  /

Frankfurt Zert./DZB
2024-04-16  7:34:28 PM Chg.-0.040 Bid2024-04-16 Ask2024-04-16 Underlying Strike price Expiration date Option type
0.540EUR -6.90% 0.540
Bid Size: 8,000		 0.580
Ask Size: 8,000		 BCO SANTANDER N.EO0,... 4.00 - 2024-12-20 Call
 

Master data

WKN: DW8NPF
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.99
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.47
Implied volatility: 0.19
Historic volatility: 0.23
Parity: 0.47
Time value: 0.17
Break-even: 4.64
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 6.67%
Delta: 0.83
Theta: 0.00
Omega: 5.81
Rho: 0.02
 

Quote data

Open: 0.620
High: 0.640
Low: 0.540
Previous Close: 0.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.00%
1 Month  
+22.73%
3 Months  
+116.00%
YTD  
+54.29%
1 Year  
+54.29%
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.580
1M High / 1M Low: 0.790 0.450
6M High / 6M Low: 0.790 0.170
High (YTD): 2024-04-08 0.790
Low (YTD): 2024-02-13 0.190
52W High: 2024-04-08 0.790
52W Low: 2023-06-23 0.100
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.643
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   3.968
Avg. price 1Y:   0.276
Avg. volume 1Y:   96.078
Volatility 1M:   94.18%
Volatility 6M:   127.82%
Volatility 1Y:   149.07%
Volatility 3Y:   -