DZ Bank Call 16 IVU/D 20.12.2024
/ DE000DJ3MZ02
DZ Bank Call 16 IVU/D 20.12.2024/ DE000DJ3MZ02 /
2024-05-31 12:39:01 PM |
Chg.+0.10 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.50EUR |
+7.14% |
- 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: |
9.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.31 |
Parity: |
-1.30 |
Time value: |
1.52 |
Break-even: |
17.52 |
Moneyness: |
0.92 |
Premium: |
0.19 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.09 |
Spread %: |
6.29% |
Delta: |
0.49 |
Theta: |
-0.01 |
Omega: |
4.71 |
Rho: |
0.03 |
Quote data
Open: |
1.41 |
High: |
1.50 |
Low: |
1.41 |
Previous Close: |
1.40 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.19% |
1 Month |
|
|
+3.45% |
3 Months |
|
|
+27.12% |
YTD |
|
|
-12.28% |
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: |
|
1.42 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.59 |
Avg. volume 6M: |
|
16 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.55% |
Volatility 6M: |
|
124.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |