DZ Bank Call 5.5 BOY 20.12.2024
/ DE000DW8NN60
DZ Bank Call 5.5 BOY 20.12.2024/ DE000DW8NN60 /
| 2024-06-14 9:18:02 AM |
Chg.-0.26 |
Bid5:27:38 PM |
Ask5:27:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.65EUR |
-6.65% |
3.64
Bid Size: 50,000 |
3.66
Ask Size: 50,000 |
BCO BIL.VIZ.ARG.NOM.... |
5.50 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2022-12-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
3.62 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
3.62 |
| Time value: |
0.19 |
| Break-even: |
9.31 |
| Moneyness: |
1.66 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
2.14% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
2.26 |
| Rho: |
0.02 |
Quote data
| Open: |
3.65 |
| High: |
3.65 |
| Low: |
3.65 |
| Previous Close: |
3.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.86% |
| 1 Month |
|
|
-15.90% |
| 3 Months |
|
|
-24.43% |
| YTD |
|
|
+29.43% |
| 1 Year |
|
|
+118.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.39 |
3.91 |
| 1M High / 1M Low: |
4.79 |
3.91 |
| 6M High / 6M Low: |
5.84 |
2.61 |
| High (YTD): |
2024-04-29 |
5.84 |
| Low (YTD): |
2024-01-19 |
2.61 |
| 52W High: |
2024-04-29 |
5.84 |
| 52W Low: |
2023-06-23 |
1.59 |
| Avg. price 1W: |
|
4.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.09 |
| Avg. volume 6M: |
|
12 |
| Avg. price 1Y: |
|
3.12 |
| Avg. volume 1Y: |
|
11.72 |
| Volatility 1M: |
|
59.33% |
| Volatility 6M: |
|
62.95% |
| Volatility 1Y: |
|
62.24% |
| Volatility 3Y: |
|
- |
