DZ Bank Call 14 RAW 20.12.2024
/ DE000DJ4P4F9
DZ Bank Call 14 RAW 20.12.2024/ DE000DJ4P4F9 /
| 8/15/2024 8:22:21 AM |
Chg.+0.16 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.30EUR |
+5.10% |
-
Bid Size: - |
-
Ask Size: - |
RAIFFEISEN BK INTL I... |
14.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
2.82 |
| Time value: |
0.62 |
| Break-even: |
17.44 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.21 |
| Spread %: |
6.50% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.02 |
| Rho: |
0.04 |
Quote data
| Open: |
3.30 |
| High: |
3.30 |
| Low: |
3.30 |
| Previous Close: |
3.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
-23.26% |
| YTD |
|
|
-36.42% |
| 1 Year |
|
|
+82.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.30 |
2.93 |
| 1M High / 1M Low: |
4.74 |
2.67 |
| 6M High / 6M Low: |
6.37 |
2.67 |
| High (YTD): |
2/23/2024 |
6.37 |
| Low (YTD): |
8/5/2024 |
2.67 |
| 52W High: |
2/23/2024 |
6.37 |
| 52W Low: |
9/26/2023 |
1.21 |
| Avg. price 1W: |
|
3.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
153.43% |
| Volatility 6M: |
|
112.92% |
| Volatility 1Y: |
|
107.23% |
| Volatility 3Y: |
|
- |
