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DZ Bank Call 4 BSD2 20.12.2024/  DE000DW8NPF1  /

Frankfurt Zert./DZB
2024-04-25  6:34:51 PM Chg.-0.030 Bid2024-04-25 Ask2024-04-25 Underlying Strike price Expiration date Option type
0.880EUR -3.30% 0.880
Bid Size: 10,000		 0.920
Ask Size: 10,000		 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: 5.03
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.78
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.78
Time value: 0.17
Break-even: 4.95
Moneyness: 1.19
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 4.40%
Delta: 0.87
Theta: 0.00
Omega: 4.35
Rho: 0.02
 

Quote data

Open: 0.940
High: 0.940
Low: 0.870
Previous Close: 0.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month  
+44.26%
3 Months  
+340.00%
YTD  
+151.43%
1 Year  
+340.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.670
1M High / 1M Low: 0.910 0.560
6M High / 6M Low: 0.910 0.190
High (YTD): 2024-04-24 0.910
Low (YTD): 2024-02-13 0.190
52W High: 2024-04-24 0.910
52W Low: 2023-06-23 0.100
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   0.376
Avg. volume 6M:   3.968
Avg. price 1Y:   0.287
Avg. volume 1Y:   95.703
Volatility 1M:   104.20%
Volatility 6M:   126.75%
Volatility 1Y:   145.28%
Volatility 3Y:   -