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DZ Bank Call 5.5 BSD2 20.12.2024/  DE000DJ0BDD1  /

Frankfurt Zert./DZB
2024-05-22  9:34:48 PM Chg.0.000 Bid9:58:55 PM Ask9:58:55 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BCO SANTANDER N.EO0,... 5.50 - 2024-12-20 Call
 

Master data

WKN: DJ0BDD
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 26.69
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.70
Time value: 0.18
Break-even: 5.68
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.32
Theta: 0.00
Omega: 8.55
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.170
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month     0.00%
3 Months  
+775.00%
YTD  
+125.81%
1 Year  
+13900.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.180 0.110
6M High / 6M Low: 0.180 0.001
High (YTD): 2024-04-29 0.180
Low (YTD): 2024-02-29 0.001
52W High: 2024-04-29 0.180
52W Low: 2024-02-29 0.001
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.062
Avg. volume 6M:   0.000
Avg. price 1Y:   0.042
Avg. volume 1Y:   0.000
Volatility 1M:   217.12%
Volatility 6M:   4,266.82%
Volatility 1Y:   4,298.93%
Volatility 3Y:   -