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DZ Bank Call 5.5 BSD2 20.12.2024/  DE000DJ0BDD1  /

EUWAX
2024-06-20  9:05:43 AM Chg.-0.002 Bid11:12:43 AM Ask11:12:43 AM Underlying Strike price Expiration date Option type
0.077EUR -2.53% 0.078
Bid Size: 50,000		 0.088
Ask Size: 50,000		 BCO SANTANDER N.EO0,... 5.50 - 2024-12-20 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: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-19
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.: 0.59
Spread abs.: 0.04
Spread %: 57.14%
Delta: 0.22
Theta: 0.00
Omega: 8.85
Rho: 0.00
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.079
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.44%
1 Month
  -54.71%
3 Months  
+28.33%
YTD  
+22.22%
1 Year  
+2466.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.067
1M High / 1M Low: 0.170 0.067
6M High / 6M Low: 0.230 0.001
High (YTD): 2024-04-29 0.230
Low (YTD): 2024-01-30 0.001
52W High: 2024-04-29 0.230
52W Low: 2024-01-30 0.001
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.057
Avg. volume 1Y:   0.000
Volatility 1M:   198.77%
Volatility 6M:   2,647.24%
Volatility 1Y:   3,515.30%
Volatility 3Y:   -