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DZ Bank Call 3.5 BSD2 20.12.2024/  DE000DW8NPE4  /

Frankfurt Zert./DZB
2024-09-25  9:35:18 AM Chg.0.000 Bid10:03:25 AM Ask10:03:25 AM Underlying Strike price Expiration date Option type
1.040EUR 0.00% 1.050
Bid Size: 75,000		 1.070
Ask Size: 75,000		 BCO SANTANDER N.EO0,... 3.50 - 2024-12-20 Call
 

Master data

WKN: DW8NPE
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.05
Implied volatility: 0.43
Historic volatility: 0.24
Parity: 1.05
Time value: 0.07
Break-even: 4.62
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.08
Spread %: 7.69%
Delta: 0.92
Theta: 0.00
Omega: 3.74
Rho: 0.01
 

Quote data

Open: 1.040
High: 1.040
Low: 1.040
Previous Close: 1.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.97%
1 Month  
+25.30%
3 Months  
+6.12%
YTD  
+70.49%
1 Year  
+166.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.990
1M High / 1M Low: 1.090 0.790
6M High / 6M Low: 1.410 0.630
High (YTD): 2024-05-17 1.410
Low (YTD): 2024-01-29 0.410
52W High: 2024-05-17 1.410
52W Low: 2023-10-24 0.330
Avg. price 1W:   1.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.934
Avg. volume 1M:   0.000
Avg. price 6M:   1.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.802
Avg. volume 1Y:   0.000
Volatility 1M:   108.67%
Volatility 6M:   92.84%
Volatility 1Y:   99.40%
Volatility 3Y:   -