DZ Bank Call 14 IVU/D 20.12.2024
/ DE000DJ40AM1
DZ Bank Call 14 IVU/D 20.12.2024/ DE000DJ40AM1 /
2024-05-28 8:18:50 AM |
Chg.+0.22 |
Bid10:57:31 AM |
Ask10:57:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.26EUR |
+10.78% |
2.16 Bid Size: 4,000 |
2.19 Ask Size: 4,000 |
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: |
2.26 |
High: |
2.26 |
Low: |
2.26 |
Previous Close: |
2.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.33% |
1 Month |
|
|
-3.42% |
3 Months |
|
|
+23.50% |
YTD |
|
|
-7.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.29 |
2.03 |
1M High / 1M Low: |
2.60 |
1.92 |
6M High / 6M Low: |
3.95 |
1.76 |
High (YTD): |
2024-04-04 |
3.19 |
Low (YTD): |
2024-03-18 |
1.76 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.38 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.53% |
Volatility 6M: |
|
107.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |