DZ Bank Call 12 IBE1 20.09.2024
/ DE000DJ52WR9
DZ Bank Call 12 IBE1 20.09.2024/ DE000DJ52WR9 /
| 8/16/2024 9:04:16 AM |
Chg.-0.040 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-7.27% |
-
Bid Size: - |
-
Ask Size: - |
IBERDROLA INH. EO... |
12.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ52WR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/1/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.35 |
| Time value: |
0.26 |
| Break-even: |
12.61 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.10 |
| Spread %: |
19.61% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
13.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.84% |
| 1 Month |
|
|
+104.00% |
| 3 Months |
|
|
-21.54% |
| YTD |
|
|
-16.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.400 |
| 1M High / 1M Low: |
0.660 |
0.250 |
| 6M High / 6M Low: |
0.690 |
0.090 |
| High (YTD): |
5/16/2024 |
0.690 |
| Low (YTD): |
2/27/2024 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.354 |
| Avg. volume 6M: |
|
1,428.571 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.76% |
| Volatility 6M: |
|
257.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
