DZ Bank Call 14 RAW 20.12.2024
/ DE000DJ4P4F9
DZ Bank Call 14 RAW 20.12.2024/ DE000DJ4P4F9 /
| 2024-06-28 8:23:20 AM |
Chg.-0.05 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
-1.60% |
-
Bid Size: - |
-
Ask Size: - |
RAIFFEISEN BK INTL I... |
14.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4P4F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
2.22 |
| Time value: |
1.00 |
| Break-even: |
17.22 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.21 |
| Spread %: |
6.98% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.84 |
| Rho: |
0.04 |
Quote data
| Open: |
3.08 |
| High: |
3.08 |
| Low: |
3.08 |
| Previous Close: |
3.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.20% |
| 1 Month |
|
|
-23.76% |
| 3 Months |
|
|
-32.75% |
| YTD |
|
|
-40.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
3.08 |
| 1M High / 1M Low: |
4.04 |
2.94 |
| 6M High / 6M Low: |
6.37 |
2.94 |
| High (YTD): |
2024-02-23 |
6.37 |
| Low (YTD): |
2024-06-17 |
2.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.36% |
| Volatility 6M: |
|
95.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
