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DZ Bank Call 14 IVU/D 20.12.2024/  DE000DJ40AM1  /

Frankfurt Zert./DZB
9/4/2024  7:34:43 PM Chg.+0.040 Bid9/4/2024 Ask9/4/2024 Underlying Strike price Expiration date Option type
1.190EUR +3.48% 1.190
Bid Size: 1,400		 1.260
Ask Size: 1,400		 IVU TRAFFIC TECHN.AG... 14.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 8/21/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.29
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: 0.00
Time value: 1.24
Break-even: 15.24
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.34
Spread abs.: 0.09
Spread %: 7.83%
Delta: 0.56
Theta: -0.01
Omega: 6.34
Rho: 0.02
 

Quote data

Open: 1.160
High: 1.280
Low: 1.160
Previous Close: 1.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.03%
1 Month
  -5.56%
3 Months
  -38.02%
YTD
  -51.43%
1 Year
  -63.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 1.150
1M High / 1M Low: 1.530 0.880
6M High / 6M Low: 3.210 0.880
High (YTD): 3/28/2024 3.210
Low (YTD): 8/5/2024 0.880
52W High: 12/1/2023 3.950
52W Low: 8/5/2024 0.880
Avg. price 1W:   1.202
Avg. volume 1W:   0.000
Avg. price 1M:   1.225
Avg. volume 1M:   0.000
Avg. price 6M:   1.882
Avg. volume 6M:   15.504
Avg. price 1Y:   2.260
Avg. volume 1Y:   7.813
Volatility 1M:   166.43%
Volatility 6M:   134.74%
Volatility 1Y:   120.49%
Volatility 3Y:   -