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DZ Bank Call 5.5 BOY 20.12.2024/  DE000DW8NN60  /

Frankfurt Zert./DZB
31/05/2024  21:35:18 Chg.+0.030 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
4.560EUR +0.66% 4.620
Bid Size: 5,000		 4.700
Ask Size: 5,000		 BCO BIL.VIZ.ARG.NOM.... 5.50 - 20/12/2024 Call
 

Master data

WKN: DW8NN6
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 20/12/2024
Issue date: 27/12/2022
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.11
Leverage: Yes

Calculated values

Fair value: 4.55
Intrinsic value: 4.44
Implied volatility: 0.63
Historic volatility: 0.24
Parity: 4.44
Time value: 0.26
Break-even: 10.20
Moneyness: 1.81
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.08
Spread %: 1.73%
Delta: 0.94
Theta: 0.00
Omega: 1.99
Rho: 0.03
 

Quote data

Open: 4.580
High: 4.600
Low: 4.520
Previous Close: 4.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.44%
1 Month
  -5.59%
3 Months  
+18.44%
YTD  
+61.13%
1 Year  
+245.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.610 4.400
1M High / 1M Low: 4.900 4.240
6M High / 6M Low: 5.740 2.600
High (YTD): 04/04/2024 5.740
Low (YTD): 17/01/2024 2.600
52W High: 04/04/2024 5.740
52W Low: 01/06/2023 1.320
Avg. price 1W:   4.524
Avg. volume 1W:   0.000
Avg. price 1M:   4.562
Avg. volume 1M:   0.000
Avg. price 6M:   3.995
Avg. volume 6M:   0.000
Avg. price 1Y:   3.016
Avg. volume 1Y:   0.000
Volatility 1M:   66.75%
Volatility 6M:   63.13%
Volatility 1Y:   64.38%
Volatility 3Y:   -