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DZ Bank Call 5 BSD2 20.12.2024/  DE000DW9SVN0  /

Frankfurt Zert./DZB
5/21/2024  7:34:23 PM Chg.0.000 Bid5/21/2024 Ask5/21/2024 Underlying Strike price Expiration date Option type
0.310EUR 0.00% 0.310
Bid Size: 10,000		 0.350
Ask Size: 10,000		 BCO SANTANDER N.EO0,... 5.00 - 12/20/2024 Call
 

Master data

WKN: DW9SVN
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.55
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.12
Time value: 0.36
Break-even: 5.36
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 12.50%
Delta: 0.53
Theta: 0.00
Omega: 7.21
Rho: 0.01
 

Quote data

Open: 0.340
High: 0.340
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+63.16%
3 Months  
+559.57%
YTD  
+181.82%
1 Year  
+933.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.350 0.230
6M High / 6M Low: 0.350 0.031
High (YTD): 4/29/2024 0.350
Low (YTD): 2/16/2024 0.031
52W High: 4/29/2024 0.350
52W Low: 9/18/2023 0.030
Avg. price 1W:   0.302
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   0.131
Avg. volume 6M:   0.000
Avg. price 1Y:   0.101
Avg. volume 1Y:   0.000
Volatility 1M:   183.82%
Volatility 6M:   183.24%
Volatility 1Y:   221.77%
Volatility 3Y:   -