DZ Bank Call 14 IVU/D 20.12.2024
/ DE000DJ40AM1
DZ Bank Call 14 IVU/D 20.12.2024/ DE000DJ40AM1 /
| 29/07/2024 21:35:23 |
Chg.-0.250 |
Bid21:55:03 |
Ask21:55:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
-14.88% |
1.420
Bid Size: 400 |
1.510
Ask Size: 400 |
IVU TRAFFIC TECHN.AG... |
14.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ40AM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
21/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
0.30 |
| Time value: |
1.47 |
| Break-even: |
15.77 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.09 |
| Spread %: |
5.36% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
4.89 |
| Rho: |
0.03 |
Quote data
| Open: |
1.680 |
| High: |
1.740 |
| Low: |
1.430 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.30% |
| 1 Month |
|
|
-8.92% |
| 3 Months |
|
|
-34.40% |
| YTD |
|
|
-41.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.400 |
| 1M High / 1M Low: |
1.820 |
1.400 |
| 6M High / 6M Low: |
3.210 |
1.400 |
| High (YTD): |
28/03/2024 |
3.210 |
| Low (YTD): |
23/07/2024 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.592 |
| Avg. volume 1M: |
|
100 |
| Avg. price 6M: |
|
2.073 |
| Avg. volume 6M: |
|
15.748 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.09% |
| Volatility 6M: |
|
116.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
