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DZ Bank Call 15 RAW 20.12.2024/  DE000DJ39EF9  /

Frankfurt Zert./DZB
2024-09-10  9:34:39 PM Chg.-0.110 Bid8:17:42 AM Ask8:17:42 AM Underlying Strike price Expiration date Option type
2.570EUR -4.10% 2.620
Bid Size: 17,500		 2.800
Ask Size: 17,500		 RAIFFEISEN BK INTL I... 15.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ39EF
Issuer: DZ Bank AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.85
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 1.97
Implied volatility: 0.49
Historic volatility: 0.30
Parity: 1.97
Time value: 0.93
Break-even: 17.90
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.21
Spread %: 7.81%
Delta: 0.74
Theta: -0.01
Omega: 4.33
Rho: 0.03
 

Quote data

Open: 2.690
High: 2.850
Low: 2.440
Previous Close: 2.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.01%
1 Month  
+15.25%
3 Months
  -9.19%
YTD
  -40.92%
1 Year  
+117.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.060 2.540
1M High / 1M Low: 3.360 2.370
6M High / 6M Low: 4.680 2.080
High (YTD): 2024-02-22 5.750
Low (YTD): 2024-08-05 2.080
52W High: 2024-02-22 5.750
52W Low: 2023-09-26 0.800
Avg. price 1W:   2.710
Avg. volume 1W:   0.000
Avg. price 1M:   2.828
Avg. volume 1M:   0.000
Avg. price 6M:   3.249
Avg. volume 6M:   0.000
Avg. price 1Y:   3.085
Avg. volume 1Y:   0.000
Volatility 1M:   91.68%
Volatility 6M:   109.55%
Volatility 1Y:   117.97%
Volatility 3Y:   -