DZ Bank Call 11 IBE1 21.06.2024
/ DE000DJ385A2
DZ Bank Call 11 IBE1 21.06.2024/ DE000DJ385A2 /
| 2024-04-26 9:35:08 PM |
Chg.+0.100 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+14.08% |
0.810
Bid Size: 1,750 |
0.860
Ask Size: 1,750 |
IBERDROLA INH. EO... |
11.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ385A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.16 |
| Parity: |
0.61 |
| Time value: |
0.25 |
| Break-even: |
11.86 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
6.17% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
10.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.770 |
| High: |
0.820 |
| Low: |
0.760 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.65% |
| 1 Month |
|
|
+3.85% |
| 3 Months |
|
|
+47.27% |
| YTD |
|
|
-31.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.700 |
| 1M High / 1M Low: |
0.810 |
0.410 |
| 6M High / 6M Low: |
1.300 |
0.250 |
| High (YTD): |
2024-01-08 |
1.300 |
| Low (YTD): |
2024-02-28 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.699 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.26% |
| Volatility 6M: |
|
182.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
