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DZ Bank Call 3.5 BSD2 20.12.2024/  DE000DW8NPE4  /

Frankfurt Zert./DZB
5/24/2024  9:34:56 PM Chg.+0.030 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
1.310EUR +2.34% 1.320
Bid Size: 5,000		 1.400
Ask Size: 5,000		 BCO SANTANDER N.EO0,... 3.50 - 12/20/2024 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: 12/20/2024
Issue date: 12/27/2022
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.49
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.28
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 1.28
Time value: 0.09
Break-even: 4.87
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.08
Spread %: 6.20%
Delta: 0.97
Theta: 0.00
Omega: 3.39
Rho: 0.02
 

Quote data

Open: 1.310
High: 1.360
Low: 1.300
Previous Close: 1.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.09%
1 Month  
+1.55%
3 Months  
+138.18%
YTD  
+114.75%
1 Year  
+367.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.400 1.280
1M High / 1M Low: 1.410 1.160
6M High / 6M Low: 1.410 0.410
High (YTD): 5/17/2024 1.410
Low (YTD): 1/29/2024 0.410
52W High: 5/17/2024 1.410
52W Low: 6/23/2023 0.210
Avg. price 1W:   1.354
Avg. volume 1W:   0.000
Avg. price 1M:   1.312
Avg. volume 1M:   0.000
Avg. price 6M:   0.801
Avg. volume 6M:   0.000
Avg. price 1Y:   0.602
Avg. volume 1Y:   0.000
Volatility 1M:   77.14%
Volatility 6M:   93.68%
Volatility 1Y:   110.31%
Volatility 3Y:   -