DZ Bank Call 115 IBM 21.06.2024
/ DE000DJ1DLQ0
DZ Bank Call 115 IBM 21.06.2024/ DE000DJ1DLQ0 /
| 2024-05-06 12:04:45 PM |
Chg.+0.050 |
Bid2024-05-06 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.800EUR |
+1.05% |
4.800
Bid Size: 3,000 |
-
Ask Size: - |
INTL BUS. MACH. D... |
115.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ1DLQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
INTL BUS. MACH. DL-,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.90 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.19 |
| Parity: |
3.90 |
| Time value: |
0.83 |
| Break-even: |
162.30 |
| Moneyness: |
1.34 |
| Premium: |
0.05 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.19 |
| Omega: |
2.67 |
| Rho: |
0.10 |
Quote data
| Open: |
4.750 |
| High: |
4.800 |
| Low: |
4.750 |
| Previous Close: |
4.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.62% |
| 1 Month |
|
|
-31.03% |
| 3 Months |
|
|
-24.65% |
| YTD |
|
|
+6.67% |
| 1 Year |
|
|
+226.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.830 |
4.630 |
| 1M High / 1M Low: |
6.930 |
4.630 |
| 6M High / 6M Low: |
7.700 |
3.200 |
| High (YTD): |
2024-03-12 |
7.700 |
| Low (YTD): |
2024-01-05 |
4.100 |
| 52W High: |
2024-03-12 |
7.700 |
| 52W Low: |
2023-05-11 |
1.370 |
| Avg. price 1W: |
|
4.755 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.968 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.027 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
85.25% |
| Volatility 6M: |
|
67.91% |
| Volatility 1Y: |
|
67.54% |
| Volatility 3Y: |
|
- |
