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DZ Bank Call 3.5 BSD2 20.12.2024/  DE000DW8NPE4  /

Frankfurt Zert./DZB
22/05/2024  21:34:55 Chg.0.000 Bid09:02:21 Ask09:02:21 Underlying Strike price Expiration date Option type
1.390EUR 0.00% 1.400
Bid Size: 50,000		 1.420
Ask Size: 50,000		 BCO SANTANDER N.EO0,... 3.50 - 20/12/2024 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: 20/12/2024
Issue date: 27/12/2022
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.29
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.31
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 1.31
Time value: 0.16
Break-even: 4.96
Moneyness: 1.37
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.08
Spread %: 5.80%
Delta: 0.90
Theta: 0.00
Omega: 2.96
Rho: 0.02
 

Quote data

Open: 1.440
High: 1.440
Low: 1.370
Previous Close: 1.390
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.96%
1 Month  
+8.59%
3 Months  
+152.73%
YTD  
+127.87%
1 Year  
+348.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.350
1M High / 1M Low: 1.410 1.160
6M High / 6M Low: 1.410 0.410
High (YTD): 17/05/2024 1.410
Low (YTD): 29/01/2024 0.410
52W High: 17/05/2024 1.410
52W Low: 23/06/2023 0.210
Avg. price 1W:   1.388
Avg. volume 1W:   0.000
Avg. price 1M:   1.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.789
Avg. volume 6M:   0.000
Avg. price 1Y:   0.594
Avg. volume 1Y:   0.000
Volatility 1M:   73.09%
Volatility 6M:   93.22%
Volatility 1Y:   110.82%
Volatility 3Y:   -