DZ Bank Call 14 IVU/D 20.12.2024
/ DE000DJ40AM1
DZ Bank Call 14 IVU/D 20.12.2024/ DE000DJ40AM1 /
| 2024-06-07 8:19:44 AM |
Chg.-0.04 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-2.01% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
0.10 |
| Time value: |
1.93 |
| Break-even: |
16.03 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
4.64% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
4.15 |
| Rho: |
0.03 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.07% |
| 1 Month |
|
|
-9.72% |
| 3 Months |
|
|
+0.52% |
| YTD |
|
|
-20.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.38 |
1.93 |
| 1M High / 1M Low: |
2.60 |
1.92 |
| 6M High / 6M Low: |
3.19 |
1.76 |
| High (YTD): |
2024-04-04 |
3.19 |
| Low (YTD): |
2024-03-18 |
1.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.51% |
| Volatility 6M: |
|
108.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
