DZ Bank Call 3.75 BSD2 20.09.2024
/ DE000DJ20QW8
DZ Bank Call 3.75 BSD2 20.09.2024/ DE000DJ20QW8 /
| 19/06/2024 13:08:25 |
Chg.+0.020 |
Bid13:20:02 |
Ask13:20:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+2.53% |
0.820
Bid Size: 50,000 |
0.830
Ask Size: 50,000 |
BCO SANTANDER N.EO0,... |
3.75 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ20QW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.75 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
0.70 |
| Time value: |
0.13 |
| Break-even: |
4.58 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
5.06% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
4.46 |
| Rho: |
0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.810 |
| Low: |
0.780 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.96% |
| 1 Month |
|
|
-28.95% |
| 3 Months |
|
|
+47.27% |
| YTD |
|
|
+102.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.710 |
| 1M High / 1M Low: |
1.130 |
0.710 |
| 6M High / 6M Low: |
1.140 |
0.230 |
| High (YTD): |
17/05/2024 |
1.140 |
| Low (YTD): |
16/02/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.991 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.28% |
| Volatility 6M: |
|
129.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
