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DZ Bank Call 4 BSD2 21.06.2024/  DE000DW3NMT0  /

Frankfurt Zert./DZB
4/26/2024  9:35:15 PM Chg.+0.110 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
0.820EUR +15.49% 0.820
Bid Size: 5,000		 0.900
Ask Size: 5,000		 BCO SANTANDER N.EO0,... 4.00 - 6/21/2024 Call
 

Master data

WKN: DW3NMT
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 -
Maturity: 6/21/2024
Issue date: 6/27/2022
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.39
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.85
Implied volatility: 0.38
Historic volatility: 0.23
Parity: 0.85
Time value: 0.05
Break-even: 4.90
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 9.76%
Delta: 0.92
Theta: 0.00
Omega: 4.97
Rho: 0.01
 

Quote data

Open: 0.800
High: 0.890
Low: 0.800
Previous Close: 0.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+70.83%
1 Month  
+70.83%
3 Months  
+925.00%
YTD  
+331.58%
1 Year  
+412.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.630
1M High / 1M Low: 0.820 0.350
6M High / 6M Low: 0.820 0.060
High (YTD): 4/26/2024 0.820
Low (YTD): 2/16/2024 0.060
52W High: 4/26/2024 0.820
52W Low: 6/26/2023 0.050
Avg. price 1W:   0.722
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   571.429
Avg. price 6M:   0.230
Avg. volume 6M:   1,153.175
Avg. price 1Y:   0.178
Avg. volume 1Y:   1,408.789
Volatility 1M:   175.34%
Volatility 6M:   219.55%
Volatility 1Y:   212.02%
Volatility 3Y:   -