DZ Bank Call 3.5 BSD2 20.09.2024
/ DE000DJ20QV0
DZ Bank Call 3.5 BSD2 20.09.2024/ DE000DJ20QV0 /
| 2024-06-20 9:09:01 AM |
Chg.-0.01 |
Bid10:03:44 AM |
Ask10:03:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-0.98% |
1.00
Bid Size: 50,000 |
1.02
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: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.62% |
| 1 Month |
|
|
-28.87% |
| 3 Months |
|
|
+29.49% |
| YTD |
|
|
+83.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.97 |
| 1M High / 1M Low: |
1.42 |
0.97 |
| 6M High / 6M Low: |
1.46 |
0.36 |
| High (YTD): |
2024-04-29 |
1.46 |
| Low (YTD): |
2024-01-29 |
0.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.26% |
| Volatility 6M: |
|
89.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
