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DZ Bank Call 15 IVU/D 20.12.2024/  DE000DJ3MZZ8  /

Frankfurt Zert./DZB
2024-07-24  9:34:35 PM Chg.+0.100 Bid9:55:05 PM Ask9:55:05 PM Underlying Strike price Expiration date Option type
1.100EUR +10.00% 1.100
Bid Size: 400		 1.190
Ask Size: 400		 IVU TRAFFIC TECHN.AG... 15.00 - 2024-12-20 Call
 

Master data

WKN: DJ3MZZ
Issuer: DZ Bank AG
Currency: EUR
Underlying: IVU TRAFFIC TECHN.AG O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-12-20
Issue date: 2023-06-29
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.78
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.32
Parity: -1.20
Time value: 1.08
Break-even: 16.08
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.45
Spread abs.: 0.09
Spread %: 9.09%
Delta: 0.45
Theta: -0.01
Omega: 5.77
Rho: 0.02
 

Quote data

Open: 1.000
High: 1.150
Low: 1.000
Previous Close: 1.000
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.84%
1 Month
  -10.57%
3 Months
  -38.20%
YTD
  -47.12%
1 Year
  -67.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.190 1.000
1M High / 1M Low: 1.520 1.000
6M High / 6M Low: 2.700 1.000
High (YTD): 2024-03-28 2.700
Low (YTD): 2024-07-23 1.000
52W High: 2023-07-26 3.540
52W Low: 2024-07-23 1.000
Avg. price 1W:   1.092
Avg. volume 1W:   0.000
Avg. price 1M:   1.202
Avg. volume 1M:   0.000
Avg. price 6M:   1.660
Avg. volume 6M:   15.748
Avg. price 1Y:   2.084
Avg. volume 1Y:   7.813
Volatility 1M:   156.04%
Volatility 6M:   124.57%
Volatility 1Y:   116.76%
Volatility 3Y:   -