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DZ Bank Call 5 BSD2 21.06.2024/  DE000DJ0BDC3  /

EUWAX
2024-05-22  9:05:41 AM Chg.0.000 Bid6:14:00 PM Ask6:14:00 PM Underlying Strike price Expiration date Option type
0.068EUR 0.00% 0.043
Bid Size: 10,000		 0.083
Ask Size: 10,000		 BCO SANTANDER N.EO0,... 5.00 - 2024-06-21 Call
 

Master data

WKN: DJ0BDC
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 2024-06-21
Issue date: 2023-03-10
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 56.96
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.16
Time value: 0.09
Break-even: 5.09
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.81
Spread abs.: 0.04
Spread %: 88.89%
Delta: 0.36
Theta: 0.00
Omega: 20.60
Rho: 0.00
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.068
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.62%
1 Month  
+65.85%
3 Months  
+6700.00%
YTD  
+277.78%
1 Year  
+6700.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.059
1M High / 1M Low: 0.160 0.030
6M High / 6M Low: 0.160 0.001
High (YTD): 2024-04-29 0.160
Low (YTD): 2024-03-18 0.001
52W High: 2024-04-29 0.160
52W Low: 2024-03-18 0.001
Avg. price 1W:   0.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   133.333
Avg. price 6M:   0.022
Avg. volume 6M:   45.161
Avg. price 1Y:   0.017
Avg. volume 1Y:   21.875
Volatility 1M:   509.40%
Volatility 6M:   1,556.79%
Volatility 1Y:   3,725.04%
Volatility 3Y:   -