DZ Bank Call 2 IES 19.12.2024
/ DE000DW8TJK1
DZ Bank Call 2 IES 19.12.2024/ DE000DW8TJK1 /
| 10/06/2024 09:35:03 |
Chg.-0.010 |
Bid09:35:25 |
Ask10/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-0.62% |
1.600
Bid Size: 100,000 |
-
Ask Size: - |
INTESA SANPAOLO |
2.00 - |
19/12/2024 |
Call |
Master data
| WKN: |
DW8TJK |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.00 - |
| Maturity: |
19/12/2024 |
| Issue date: |
02/01/2023 |
| Last trading day: |
18/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.21 |
| Parity: |
1.59 |
| Time value: |
0.08 |
| Break-even: |
3.67 |
| Moneyness: |
1.79 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
3.73% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.03 |
| Rho: |
0.01 |
Quote data
| Open: |
1.600 |
| High: |
1.600 |
| Low: |
1.600 |
| Previous Close: |
1.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
+0.63% |
| 3 Months |
|
|
+46.79% |
| YTD |
|
|
+131.88% |
| 1 Year |
|
|
+280.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.580 |
| 1M High / 1M Low: |
1.750 |
1.540 |
| 6M High / 6M Low: |
1.750 |
0.650 |
| High (YTD): |
17/05/2024 |
1.750 |
| Low (YTD): |
03/01/2024 |
0.720 |
| 52W High: |
17/05/2024 |
1.750 |
| 52W Low: |
27/10/2023 |
0.390 |
| Avg. price 1W: |
|
1.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.622 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.136 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.818 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
56.14% |
| Volatility 6M: |
|
56.39% |
| Volatility 1Y: |
|
69.08% |
| Volatility 3Y: |
|
- |
