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DZ Bank Call 4.5 BSD2 20.12.2024/  DE000DW807P6  /

Frankfurt Zert./DZB
2024-09-20  9:34:34 PM Chg.-0.020 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.250EUR -7.41% 0.250
Bid Size: 7,500		 0.290
Ask Size: 7,500		 BCO SANTANDER N.EO0,... 4.50 - 2024-12-20 Call
 

Master data

WKN: DW807P
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 2024-12-20
Issue date: 2023-01-11
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.72
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.06
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.06
Time value: 0.23
Break-even: 4.79
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 16.00%
Delta: 0.59
Theta: 0.00
Omega: 9.27
Rho: 0.01
 

Quote data

Open: 0.290
High: 0.290
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+47.06%
1 Month  
+108.33%
3 Months
  -10.71%
YTD  
+31.58%
1 Year  
+108.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: 0.620 0.070
High (YTD): 2024-04-29 0.620
Low (YTD): 2024-08-12 0.070
52W High: 2024-04-29 0.620
52W Low: 2024-08-12 0.070
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.334
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   249.54%
Volatility 6M:   202.10%
Volatility 1Y:   184.73%
Volatility 3Y:   -