DZ Bank Call 8 BOY 20.12.2024/  DE000DW8NPB0  /

Frankfurt Zert./DZB
2024-06-07  9:35:23 PM Chg.+0.020 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.050EUR +0.99% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 8.00 EUR 2024-12-20 Call
 

Master data

WKN: DW8NPB
Issuer: DZ Bank AG
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 2024-12-20
Issue date: 2022-12-27
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.73
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 1.89
Implied volatility: 0.21
Historic volatility: 0.24
Parity: 1.89
Time value: 0.20
Break-even: 10.09
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.95%
Delta: 0.94
Theta: 0.00
Omega: 4.46
Rho: 0.04
 

Quote data

Open: 2.030
High: 2.170
Low: 2.020
Previous Close: 2.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.48%
1 Month
  -20.85%
3 Months
  -2.38%
YTD  
+118.09%
1 Year  
+439.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.050 1.740
1M High / 1M Low: 2.590 1.740
6M High / 6M Low: 3.240 0.720
High (YTD): 2024-04-04 3.240
Low (YTD): 2024-01-25 0.720
52W High: 2024-04-04 3.240
52W Low: 2023-06-13 0.350
Avg. price 1W:   1.948
Avg. volume 1W:   0.000
Avg. price 1M:   2.177
Avg. volume 1M:   0.000
Avg. price 6M:   1.834
Avg. volume 6M:   0.000
Avg. price 1Y:   1.226
Avg. volume 1Y:   0.000
Volatility 1M:   128.53%
Volatility 6M:   125.74%
Volatility 1Y:   123.89%
Volatility 3Y:   -