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DZ Bank Call 5 BSD2 20.12.2024/  DE000DW9SVN0  /

Frankfurt Zert./DZB
2024-04-30  9:34:53 PM Chg.-0.110 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.240EUR -31.43% 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: 13.20
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.25
Time value: 0.36
Break-even: 5.36
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.50
Theta: 0.00
Omega: 6.54
Rho: 0.01
 

Quote data

Open: 0.320
High: 0.320
Low: 0.230
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+20.00%
3 Months  
+445.45%
YTD  
+118.18%
1 Year  
+500.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.280
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:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   0.108
Avg. volume 6M:   0.000
Avg. price 1Y:   0.087
Avg. volume 1Y:   0.000
Volatility 1M:   194.04%
Volatility 6M:   181.89%
Volatility 1Y:   236.39%
Volatility 3Y:   -