DZ Bank Call 11 IBE1 20.12.2024
/ DE000DJ4P320
DZ Bank Call 11 IBE1 20.12.2024/ DE000DJ4P320 /
| 05/08/2024 09:08:13 |
Chg.+0.09 |
Bid16:06:50 |
Ask16:06:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
+5.81% |
1.45
Bid Size: 35,000 |
1.46
Ask Size: 35,000 |
IBERDROLA INH. EO... |
11.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ4P32 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
1.35 |
| Time value: |
0.44 |
| Break-even: |
12.79 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
2.87% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
5.45 |
| Rho: |
0.03 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.23% |
| 1 Month |
|
|
+27.13% |
| 3 Months |
|
|
+64.00% |
| YTD |
|
|
+18.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.48 |
| 1M High / 1M Low: |
1.62 |
1.17 |
| 6M High / 6M Low: |
1.62 |
0.48 |
| High (YTD): |
29/07/2024 |
1.62 |
| Low (YTD): |
28/02/2024 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.61% |
| Volatility 6M: |
|
128.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
