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DZ Bank Call 4.5 BSD2 20.12.2024/  DE000DW807P6  /

EUWAX
2024-05-14  9:04:42 AM Chg.0.000 Bid9:48:21 PM Ask9:48:21 PM Underlying Strike price Expiration date Option type
0.560EUR 0.00% 0.540
Bid Size: 10,000		 0.580
Ask Size: 10,000		 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: 8.34
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.26
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.26
Time value: 0.31
Break-even: 5.07
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 7.55%
Delta: 0.69
Theta: 0.00
Omega: 5.75
Rho: 0.02
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.80%
1 Month  
+30.23%
3 Months  
+409.09%
YTD  
+180.00%
1 Year  
+409.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.510
1M High / 1M Low: 0.730 0.350
6M High / 6M Low: 0.730 0.090
High (YTD): 2024-04-29 0.730
Low (YTD): 2024-01-29 0.090
52W High: 2024-04-29 0.730
52W Low: 2023-05-22 0.060
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.252
Avg. volume 6M:   0.000
Avg. price 1Y:   0.188
Avg. volume 1Y:   0.000
Volatility 1M:   167.63%
Volatility 6M:   139.06%
Volatility 1Y:   156.06%
Volatility 3Y:   -