DZ Bank Call 14 IVU/D 20.06.2025
/ DE000DJ40AN9
DZ Bank Call 14 IVU/D 20.06.2025/ DE000DJ40AN9 /
2024-05-28 2:04:27 PM |
Chg.+0.080 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
3.030EUR |
+2.71% |
3.030 Bid Size: 4,000 |
3.060 Ask Size: 4,000 |
IVU TRAFFIC TECHN.AG... |
14.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ40AN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-08-21 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.52 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.41 |
Historic volatility: |
0.32 |
Parity: |
0.70 |
Time value: |
2.36 |
Break-even: |
17.06 |
Moneyness: |
1.05 |
Premium: |
0.16 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.09 |
Spread %: |
3.03% |
Delta: |
0.66 |
Theta: |
0.00 |
Omega: |
3.19 |
Rho: |
0.07 |
Quote data
Open: |
2.960 |
High: |
3.060 |
Low: |
2.860 |
Previous Close: |
2.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.99% |
1 Month |
|
|
+2.71% |
3 Months |
|
|
+21.69% |
YTD |
|
|
+1.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.970 |
2.730 |
1M High / 1M Low: |
3.140 |
2.560 |
6M High / 6M Low: |
4.530 |
2.210 |
High (YTD): |
2024-03-28 |
3.840 |
Low (YTD): |
2024-03-05 |
2.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.822 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.813 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.957 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.20% |
Volatility 6M: |
|
91.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |