DZ Bank Call 14 RAW 20.12.2024
/ DE000DJ4P4F9
DZ Bank Call 14 RAW 20.12.2024/ DE000DJ4P4F9 /
| 11/09/2024 08:22:12 |
Chg.-0.07 |
Bid20:32:48 |
Ask20:32:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.41EUR |
-2.01% |
3.32
Bid Size: 12,500 |
3.51
Ask Size: 12,500 |
RAIFFEISEN BK INTL I... |
14.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.30 |
| Parity: |
2.74 |
| Time value: |
0.81 |
| Break-even: |
17.55 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.21 |
| Spread %: |
6.29% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.71 |
| Rho: |
0.03 |
Quote data
| Open: |
3.41 |
| High: |
3.41 |
| Low: |
3.41 |
| Previous Close: |
3.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.26% |
| 1 Month |
|
|
+14.81% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
-34.30% |
| 1 Year |
|
|
+120.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
3.38 |
| 1M High / 1M Low: |
4.34 |
2.93 |
| 6M High / 6M Low: |
5.53 |
2.67 |
| High (YTD): |
23/02/2024 |
6.37 |
| Low (YTD): |
05/08/2024 |
2.67 |
| 52W High: |
23/02/2024 |
6.37 |
| 52W Low: |
26/09/2023 |
1.21 |
| Avg. price 1W: |
|
3.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
95.54% |
| Volatility 6M: |
|
110.99% |
| Volatility 1Y: |
|
108.10% |
| Volatility 3Y: |
|
- |
