DZ Bank Call 15 IVU/D 20.12.2024
/ DE000DJ3MZZ8
DZ Bank Call 15 IVU/D 20.12.2024/ DE000DJ3MZZ8 /
| 2024-05-30 8:34:33 PM |
Chg.-0.110 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.800EUR |
-5.76% |
1.800
Bid Size: 1,000 |
1.880
Ask Size: 1,000 |
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: |
7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
-0.20 |
| Time value: |
2.02 |
| Break-even: |
17.02 |
| Moneyness: |
0.99 |
| Premium: |
0.15 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.09 |
| Spread %: |
4.66% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
4.22 |
| Rho: |
0.04 |
Quote data
| Open: |
1.780 |
| High: |
2.000 |
| Low: |
1.760 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+23.29% |
| YTD |
|
|
-13.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
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: |
|
1.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.929 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.99% |
| Volatility 6M: |
|
116.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
