DZ Bank Call 6 BOY 20.12.2024
/ DE000DW8NN78
DZ Bank Call 6 BOY 20.12.2024/ DE000DW8NN78 /
| 06/06/2024 09:08:46 |
Chg.+0.03 |
Bid19:05:01 |
Ask19:05:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.68EUR |
+0.82% |
3.82
Bid Size: 10,000 |
3.90
Ask Size: 10,000 |
BCO BIL.VIZ.ARG.NOM.... |
6.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DW8NN7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
27/12/2022 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
3.55 |
| Time value: |
0.24 |
| Break-even: |
9.79 |
| Moneyness: |
1.59 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
2.16% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.35 |
| Rho: |
0.03 |
Quote data
| Open: |
3.68 |
| High: |
3.68 |
| Low: |
3.68 |
| Previous Close: |
3.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.84% |
| 1 Month |
|
|
-7.77% |
| 3 Months |
|
|
+1.94% |
| YTD |
|
|
+55.27% |
| 1 Year |
|
|
+209.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.20 |
3.65 |
| 1M High / 1M Low: |
4.43 |
3.65 |
| 6M High / 6M Low: |
5.37 |
2.15 |
| High (YTD): |
29/04/2024 |
5.37 |
| Low (YTD): |
19/01/2024 |
2.15 |
| 52W High: |
29/04/2024 |
5.37 |
| 52W Low: |
13/06/2023 |
1.15 |
| Avg. price 1W: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.57 |
| Avg. volume 6M: |
|
1.76 |
| Avg. price 1Y: |
|
2.64 |
| Avg. volume 1Y: |
|
1.99 |
| Volatility 1M: |
|
75.74% |
| Volatility 6M: |
|
69.32% |
| Volatility 1Y: |
|
70.74% |
| Volatility 3Y: |
|
- |
