DZ Bank Call 14 IVU/D 20.06.2025
/ DE000DJ40AN9
DZ Bank Call 14 IVU/D 20.06.2025/ DE000DJ40AN9 /
8/16/2024 1:08:19 PM |
Chg.+0.050 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.020EUR |
+2.54% |
2.020 Bid Size: 4,000 |
2.050 Ask Size: 4,000 |
IVU TRAFFIC TECHN.AG... |
14.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
DJ40AN |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
8/21/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.35 |
Historic volatility: |
0.32 |
Parity: |
0.10 |
Time value: |
1.94 |
Break-even: |
16.04 |
Moneyness: |
1.01 |
Premium: |
0.14 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.09 |
Spread %: |
4.62% |
Delta: |
0.61 |
Theta: |
0.00 |
Omega: |
4.21 |
Rho: |
0.06 |
Quote data
Open: |
1.910 |
High: |
2.030 |
Low: |
1.910 |
Previous Close: |
1.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.35% |
1 Month |
|
|
-10.62% |
3 Months |
|
|
-22.90% |
YTD |
|
|
-32.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.090 |
1.920 |
1M High / 1M Low: |
2.400 |
1.540 |
6M High / 6M Low: |
3.840 |
1.540 |
High (YTD): |
3/28/2024 |
3.840 |
Low (YTD): |
8/5/2024 |
1.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.101 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.626 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.97% |
Volatility 6M: |
|
101.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |