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DZ Bank Call 15 IVU/D 20.12.2024/  DE000DJ3MZZ8  /

Frankfurt Zert./DZB
8/29/2024  3:34:40 PM Chg.+0.010 Bid8/29/2024 Ask8/29/2024 Underlying Strike price Expiration date Option type
0.810EUR +1.25% 0.810
Bid Size: 4,000		 0.840
Ask Size: 4,000		 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: 15.90
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.31
Parity: -0.85
Time value: 0.89
Break-even: 15.89
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.45
Spread abs.: 0.08
Spread %: 9.88%
Delta: 0.45
Theta: -0.01
Omega: 7.17
Rho: 0.02
 

Quote data

Open: 0.810
High: 0.840
Low: 0.790
Previous Close: 0.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.53%
1 Month
  -19.00%
3 Months
  -57.59%
YTD
  -61.06%
1 Year
  -70.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 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:   0.766
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   1.474
Avg. volume 6M:   15.748
Avg. price 1Y:   1.874
Avg. volume 1Y:   7.813
Volatility 1M:   225.88%
Volatility 6M:   149.67%
Volatility 1Y:   131.45%
Volatility 3Y:   -