DZ Bank Call 15 IVU/D 20.12.2024
/ DE000DJ3MZZ8
DZ Bank Call 15 IVU/D 20.12.2024/ DE000DJ3MZZ8 /
8/28/2024 9:04:28 PM |
Chg.+0.030 |
Bid8/28/2024 |
Ask8/28/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+3.90% |
0.800 Bid Size: 1,000 |
- Ask Size: - |
IVU TRAFFIC TECHN.AG... |
15.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
6/29/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.31 |
Parity: |
-0.90 |
Time value: |
0.85 |
Break-even: |
15.85 |
Moneyness: |
0.94 |
Premium: |
0.12 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.09 |
Spread %: |
11.84% |
Delta: |
0.44 |
Theta: |
-0.01 |
Omega: |
7.34 |
Rho: |
0.02 |
Quote data
Open: |
0.750 |
High: |
0.840 |
Low: |
0.750 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.90% |
1 Month |
|
|
-34.96% |
3 Months |
|
|
-57.67% |
YTD |
|
|
-61.54% |
1 Year |
|
|
-68.99% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.720 |
1M High / 1M Low: |
1.070 |
0.580 |
6M High / 6M Low: |
2.700 |
0.580 |
High (YTD): |
3/28/2024 |
2.700 |
Low (YTD): |
8/5/2024 |
0.580 |
52W High: |
12/1/2023 |
3.460 |
52W Low: |
8/5/2024 |
0.580 |
Avg. price 1W: |
|
0.760 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.858 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.480 |
Avg. volume 6M: |
|
15.748 |
Avg. price 1Y: |
|
1.881 |
Avg. volume 1Y: |
|
7.813 |
Volatility 1M: |
|
231.02% |
Volatility 6M: |
|
149.74% |
Volatility 1Y: |
|
131.57% |
Volatility 3Y: |
|
- |