DZ Bank Call 15 IVU/D 20.12.2024
/ DE000DJ3MZZ8
DZ Bank Call 15 IVU/D 20.12.2024/ DE000DJ3MZZ8 /
2024-05-28 9:04:44 AM |
Chg.+0.090 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.880EUR |
+5.03% |
1.880 Bid Size: 4,000 |
1.910 Ask Size: 4,000 |
IVU TRAFFIC TECHN.AG... |
15.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ3MZZ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-29 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.31 |
Parity: |
-0.85 |
Time value: |
1.70 |
Break-even: |
16.70 |
Moneyness: |
0.94 |
Premium: |
0.18 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.09 |
Spread %: |
5.59% |
Delta: |
0.53 |
Theta: |
-0.01 |
Omega: |
4.37 |
Rho: |
0.03 |
Quote data
Open: |
1.790 |
High: |
1.880 |
Low: |
1.790 |
Previous Close: |
1.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.34% |
1 Month |
|
|
+1.62% |
3 Months |
|
|
+22.08% |
YTD |
|
|
-9.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.620 |
1M High / 1M Low: |
1.980 |
1.480 |
6M High / 6M Low: |
3.460 |
1.330 |
High (YTD): |
2024-03-28 |
2.700 |
Low (YTD): |
2024-03-05 |
1.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.706 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.949 |
Avg. volume 6M: |
|
16.129 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.31% |
Volatility 6M: |
|
116.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |