DZ Bank Call 3 BSD2 20.12.2024
/ DE000DW8NPD6
DZ Bank Call 3 BSD2 20.12.2024/ DE000DW8NPD6 /
| 5/30/2024 9:07:47 AM |
Chg.-0.05 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-2.78% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
3.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
DW8NPD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/27/2022 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
1.69 |
| Time value: |
0.12 |
| Break-even: |
4.81 |
| Moneyness: |
1.56 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
4.62% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.41 |
| Rho: |
0.01 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.42% |
| 1 Month |
|
|
-1.69% |
| 3 Months |
|
|
+80.41% |
| YTD |
|
|
+82.29% |
| 1 Year |
|
|
+257.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.78 |
| 1M High / 1M Low: |
1.93 |
1.62 |
| 6M High / 6M Low: |
1.96 |
0.74 |
| High (YTD): |
4/29/2024 |
1.96 |
| Low (YTD): |
1/29/2024 |
0.74 |
| 52W High: |
4/29/2024 |
1.96 |
| 52W Low: |
6/23/2023 |
0.46 |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
128.23 |
| Avg. price 1Y: |
|
0.97 |
| Avg. volume 1Y: |
|
124.22 |
| Volatility 1M: |
|
49.76% |
| Volatility 6M: |
|
60.31% |
| Volatility 1Y: |
|
74.72% |
| Volatility 3Y: |
|
- |
