DZ Bank Call 16 IVU/D 20.12.2024
/ DE000DJ3MZ02
DZ Bank Call 16 IVU/D 20.12.2024/ DE000DJ3MZ02 /
| 2024-05-27 9:34:55 PM |
Chg.+0.130 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+10.24% |
1.410
Bid Size: 400 |
1.500
Ask Size: 400 |
IVU TRAFFIC TECHN.AG... |
16.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ3MZ0 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
-1.85 |
| Time value: |
1.36 |
| Break-even: |
17.36 |
| Moneyness: |
0.88 |
| Premium: |
0.23 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.09 |
| Spread %: |
7.09% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
4.69 |
| Rho: |
0.03 |
Quote data
| Open: |
1.270 |
| High: |
1.440 |
| Low: |
1.270 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.53% |
| 1 Month |
|
|
-5.41% |
| 3 Months |
|
|
+9.38% |
| YTD |
|
|
-20.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.270 |
| 1M High / 1M Low: |
1.580 |
1.170 |
| 6M High / 6M Low: |
2.980 |
1.070 |
| High (YTD): |
2024-03-28 |
2.240 |
| Low (YTD): |
2024-03-05 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.97% |
| Volatility 6M: |
|
121.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
