DZ Bank Call 3.5 BSD2 20.09.2024
/ DE000DJ20QV0
DZ Bank Call 3.5 BSD2 20.09.2024/ DE000DJ20QV0 /
2024-06-20 12:04:39 PM |
Chg.+0.020 |
Bid12:31:41 PM |
Ask12:31:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
+2.02% |
1.000 Bid Size: 50,000 |
1.020 Ask Size: 50,000 |
BCO SANTANDER N.EO0,... |
3.50 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ20QV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.95 |
Implied volatility: |
0.51 |
Historic volatility: |
0.23 |
Parity: |
0.95 |
Time value: |
0.12 |
Break-even: |
4.57 |
Moneyness: |
1.27 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.08 |
Spread %: |
8.08% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
3.60 |
Rho: |
0.01 |
Quote data
Open: |
0.990 |
High: |
1.020 |
Low: |
0.990 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.12% |
1 Month |
|
|
-26.28% |
3 Months |
|
|
+29.49% |
YTD |
|
|
+83.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.930 |
1M High / 1M Low: |
1.370 |
0.930 |
6M High / 6M Low: |
1.380 |
0.360 |
High (YTD): |
2024-05-17 |
1.380 |
Low (YTD): |
2024-02-13 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.972 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.832 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.57% |
Volatility 6M: |
|
101.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |