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DZ Bank Call 5 BSD2 20.12.2024/  DE000DW9SVN0  /

Frankfurt Zert./DZB
2024-05-03  9:35:10 PM Chg.-0.020 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% 0.230
Bid Size: 5,000		 0.270
Ask Size: 5,000		 BCO SANTANDER N.EO0,... 5.00 - 2024-12-20 Call
 

Master data

WKN: DW9SVN
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.78
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -0.47
Time value: 0.27
Break-even: 5.27
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 17.39%
Delta: 0.41
Theta: 0.00
Omega: 6.95
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.270
Low: 0.220
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.29%
1 Month  
+4.55%
3 Months  
+228.57%
YTD  
+109.09%
1 Year  
+666.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.230
1M High / 1M Low: 0.350 0.140
6M High / 6M Low: 0.350 0.031
High (YTD): 2024-04-29 0.350
Low (YTD): 2024-02-16 0.031
52W High: 2024-04-29 0.350
52W Low: 2023-05-17 0.020
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   0.089
Avg. volume 1Y:   0.000
Volatility 1M:   222.39%
Volatility 6M:   186.26%
Volatility 1Y:   237.93%
Volatility 3Y:   -