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DZ Bank Call 5.5 BSD2 20.12.2024/  DE000DJ0BDD1  /

Frankfurt Zert./DZB
6/19/2024  9:35:19 PM Chg.0.000 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.070
Bid Size: 5,000		 0.110
Ask Size: 5,000		 BCO SANTANDER N.EO0,... 5.50 - 12/20/2024 Call
 

Master data

WKN: DJ0BDD
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 5.50 -
Maturity: 12/20/2024
Issue date: 3/10/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 40.47
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -1.05
Time value: 0.11
Break-even: 5.61
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 57.14%
Delta: 0.22
Theta: 0.00
Omega: 8.86
Rho: 0.00
 

Quote data

Open: 0.080
High: 0.085
Low: 0.070
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -53.33%
3 Months  
+55.56%
YTD  
+12.90%
1 Year  
+1650.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.059
1M High / 1M Low: 0.150 0.059
6M High / 6M Low: 0.180 0.001
High (YTD): 4/29/2024 0.180
Low (YTD): 2/29/2024 0.001
52W High: 4/29/2024 0.180
52W Low: 2/29/2024 0.001
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   0.049
Avg. volume 1Y:   0.000
Volatility 1M:   180.75%
Volatility 6M:   4,252.14%
Volatility 1Y:   4,223.43%
Volatility 3Y:   -