DZ Bank Call 15 RAW 20.12.2024
/ DE000DJ39EF9
DZ Bank Call 15 RAW 20.12.2024/ DE000DJ39EF9 /
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: |
|
- |