DZ Bank Call 12 IBE1 20.12.2024
/ DE000DJ385B0
DZ Bank Call 12 IBE1 20.12.2024/ DE000DJ385B0 /
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: |
|
- |