DZ Bank Call 16 IVU/D 20.12.2024
/ DE000DJ3MZ02
DZ Bank Call 16 IVU/D 20.12.2024/ DE000DJ3MZ02 /
| 2024-05-30 8:14:26 AM |
Chg.-0.10 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
-1.20 |
| Time value: |
1.63 |
| Break-even: |
17.63 |
| Moneyness: |
0.93 |
| Premium: |
0.19 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.09 |
| Spread %: |
5.84% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
4.54 |
| Rho: |
0.03 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.10% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
+9.38% |
| YTD |
|
|
-18.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.27 |
| 1M High / 1M Low: |
1.70 |
1.14 |
| 6M High / 6M Low: |
2.98 |
1.14 |
| High (YTD): |
2024-04-04 |
2.21 |
| Low (YTD): |
2024-05-21 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
16.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.54% |
| Volatility 6M: |
|
124.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
