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DZ Bank Call 7.5 BOY 20.12.2024/  DE000DW8NPA2  /

Frankfurt Zert./DZB
2024-06-07  9:35:23 PM Chg.+0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.480EUR +1.22% -
Bid Size: -		 -
Ask Size: -		 BCO BIL.VIZ.ARG.NOM.... 7.50 - 2024-12-20 Call
 

Master data

WKN: DW8NPA
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 7.50 -
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.86
Leverage: Yes

Calculated values

Fair value: 2.57
Intrinsic value: 2.39
Implied volatility: 0.22
Historic volatility: 0.24
Parity: 2.39
Time value: 0.17
Break-even: 10.06
Moneyness: 1.32
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.08
Spread %: 3.23%
Delta: 0.97
Theta: 0.00
Omega: 3.75
Rho: 0.04
 

Quote data

Open: 2.470
High: 2.610
Low: 2.450
Previous Close: 2.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.77%
1 Month
  -17.61%
3 Months
  -1.59%
YTD  
+100.00%
1 Year  
+376.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.490 2.160
1M High / 1M Low: 3.010 2.160
6M High / 6M Low: 3.730 1.000
High (YTD): 2024-04-04 3.730
Low (YTD): 2024-01-19 1.000
52W High: 2024-04-04 3.730
52W Low: 2023-06-13 0.480
Avg. price 1W:   2.376
Avg. volume 1W:   0.000
Avg. price 1M:   2.606
Avg. volume 1M:   0.000
Avg. price 6M:   2.224
Avg. volume 6M:   0.000
Avg. price 1Y:   1.527
Avg. volume 1Y:   7.813
Volatility 1M:   106.92%
Volatility 6M:   107.47%
Volatility 1Y:   108.44%
Volatility 3Y:   -