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DZ Bank Call 12 IBE1 20.12.2024/  DE000DJ385B0  /

Frankfurt Zert./DZB
2024-08-16  9:34:43 PM Chg.+0.050 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.850EUR +6.25% 0.840
Bid Size: 1,750		 0.890
Ask Size: 1,750		 IBERDROLA INH. EO... 12.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ385B
Issuer: DZ Bank AG
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.46
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.30
Implied volatility: 0.21
Historic volatility: 0.16
Parity: 0.30
Time value: 0.56
Break-even: 12.85
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 6.25%
Delta: 0.64
Theta: 0.00
Omega: 9.24
Rho: 0.02
 

Quote data

Open: 0.830
High: 0.850
Low: 0.800
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.06%
1 Month  
+57.41%
3 Months
  -1.16%
YTD  
+10.39%
1 Year  
+88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.690
1M High / 1M Low: 0.950 0.510
6M High / 6M Low: 0.950 0.190
High (YTD): 2024-08-02 0.950
Low (YTD): 2024-02-26 0.190
52W High: 2024-08-02 0.950
52W Low: 2024-02-26 0.190
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.688
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.520
Avg. volume 1Y:   0.000
Volatility 1M:   208.45%
Volatility 6M:   190.97%
Volatility 1Y:   171.52%
Volatility 3Y:   -