DZ Bank Call 14 IVU/D 20.12.2024
/ DE000DJ40AM1
DZ Bank Call 14 IVU/D 20.12.2024/ DE000DJ40AM1 /
| 2024-05-28 9:34:55 PM |
Chg.+0.130 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
+5.78% |
2.380
Bid Size: 400 |
2.470
Ask Size: 400 |
IVU TRAFFIC TECHN.AG... |
14.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ40AM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
0.70 |
| Time value: |
1.66 |
| Break-even: |
16.36 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
3.96% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.03 |
| Rho: |
0.04 |
Quote data
| Open: |
2.260 |
| High: |
2.490 |
| Low: |
2.160 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.10% |
| 1 Month |
|
|
+3.48% |
| 3 Months |
|
|
+23.96% |
| YTD |
|
|
-2.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
2.040 |
| 1M High / 1M Low: |
2.460 |
1.880 |
| 6M High / 6M Low: |
3.950 |
1.650 |
| High (YTD): |
2024-03-28 |
3.210 |
| Low (YTD): |
2024-03-05 |
1.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.366 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.07% |
| Volatility 6M: |
|
110.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
