DZ Bank Call 15 IVU/D 20.12.2024
/ DE000DJ3MZZ8
DZ Bank Call 15 IVU/D 20.12.2024/ DE000DJ3MZZ8 /
| 2024-06-07 4:34:58 PM |
Chg.+0.090 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
+5.92% |
1.610
Bid Size: 4,000 |
1.640
Ask Size: 4,000 |
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: |
8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
-0.90 |
| Time value: |
1.61 |
| Break-even: |
16.61 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.09 |
| Spread %: |
5.92% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
4.51 |
| Rho: |
0.03 |
Quote data
| Open: |
1.530 |
| High: |
1.610 |
| Low: |
1.530 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
+6.62% |
| YTD |
|
|
-22.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.510 |
| 1M High / 1M Low: |
1.980 |
1.480 |
| 6M High / 6M Low: |
2.720 |
1.330 |
| High (YTD): |
2024-03-28 |
2.700 |
| Low (YTD): |
2024-03-05 |
1.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.867 |
| Avg. volume 6M: |
|
16 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.28% |
| Volatility 6M: |
|
115.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
