DZ Bank Call 50 BSN 20.12.2024
/ DE000DW81AV9
DZ Bank Call 50 BSN 20.12.2024/ DE000DW81AV9 /
| 2024-06-14 9:11:48 AM |
Chg.-0.02 |
Bid12:25:38 PM |
Ask12:25:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-1.71% |
1.13
Bid Size: 100,000 |
1.14
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
50.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DW81AV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.13 |
| Parity: |
0.98 |
| Time value: |
0.23 |
| Break-even: |
62.10 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
3.42% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.11 |
| Rho: |
0.19 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.71% |
| 1 Month |
|
|
-3.36% |
| 3 Months |
|
|
+8.49% |
| YTD |
|
|
+11.65% |
| 1 Year |
|
|
+47.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.13 |
| 1M High / 1M Low: |
1.21 |
1.06 |
| 6M High / 6M Low: |
1.34 |
0.83 |
| High (YTD): |
2024-02-22 |
1.34 |
| Low (YTD): |
2024-04-11 |
0.83 |
| 52W High: |
2024-02-22 |
1.34 |
| 52W Low: |
2023-10-02 |
0.53 |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
52.55% |
| Volatility 6M: |
|
61.34% |
| Volatility 1Y: |
|
71.12% |
| Volatility 3Y: |
|
- |
