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DZ Bank Call 4 BSD2 21.06.2024/  DE000DW3NMT0  /

Frankfurt Zert./DZB
2024-04-25  9:35:18 PM Chg.-0.040 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
0.710EUR -5.33% 0.710
Bid Size: 5,000		 0.790
Ask Size: 5,000		 BCO SANTANDER N.EO0,... 4.00 - 2024-06-21 Call
 

Master data

WKN: DW3NMT
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 -
Maturity: 2024-06-21
Issue date: 2022-06-27
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.83
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.78
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.78
Time value: 0.04
Break-even: 4.82
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.08
Spread %: 10.81%
Delta: 0.94
Theta: 0.00
Omega: 5.47
Rho: 0.01
 

Quote data

Open: 0.790
High: 0.790
Low: 0.680
Previous Close: 0.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+44.90%
1 Month  
+69.05%
3 Months  
+914.29%
YTD  
+273.68%
1 Year  
+446.15%
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.480
1M High / 1M Low: 0.750 0.350
6M High / 6M Low: 0.750 0.060
High (YTD): 2024-04-24 0.750
Low (YTD): 2024-02-16 0.060
52W High: 2024-04-24 0.750
52W Low: 2023-06-26 0.050
Avg. price 1W:   0.610
Avg. volume 1W:   400
Avg. price 1M:   0.522
Avg. volume 1M:   809.524
Avg. price 6M:   0.220
Avg. volume 6M:   1,153.175
Avg. price 1Y:   0.174
Avg. volume 1Y:   1,570.898
Volatility 1M:   168.46%
Volatility 6M:   219.91%
Volatility 1Y:   211.97%
Volatility 3Y:   -