DZ Bank Call 16 1U1 20.12.2024
/ DE000DJ44M75
DZ Bank Call 16 1U1 20.12.2024/ DE000DJ44M75 /
2024-09-09 8:34:56 AM |
Chg.0.000 |
Bid8:50:23 AM |
Ask8:50:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
0.00% |
0.960 Bid Size: 4,375 |
1.110 Ask Size: 4,375 |
1+1 AG INH O.N. |
16.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ44M7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
1+1 AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-25 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.30 |
Parity: |
-2.10 |
Time value: |
1.13 |
Break-even: |
17.13 |
Moneyness: |
0.87 |
Premium: |
0.23 |
Premium p.a.: |
1.11 |
Spread abs.: |
0.18 |
Spread %: |
18.95% |
Delta: |
0.41 |
Theta: |
-0.01 |
Omega: |
5.03 |
Rho: |
0.01 |
Quote data
Open: |
0.960 |
High: |
0.960 |
Low: |
0.960 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.15% |
1 Month |
|
|
+284.00% |
3 Months |
|
|
-67.01% |
YTD |
|
|
-77.98% |
1 Year |
|
|
-48.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
0.960 |
1M High / 1M Low: |
1.310 |
0.250 |
6M High / 6M Low: |
3.300 |
0.240 |
High (YTD): |
2024-01-24 |
5.040 |
Low (YTD): |
2024-08-08 |
0.240 |
52W High: |
2024-01-24 |
5.040 |
52W Low: |
2024-08-08 |
0.240 |
Avg. price 1W: |
|
1.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.938 |
Avg. volume 1M: |
|
190.476 |
Avg. price 6M: |
|
2.067 |
Avg. volume 6M: |
|
31.496 |
Avg. price 1Y: |
|
2.779 |
Avg. volume 1Y: |
|
15.748 |
Volatility 1M: |
|
398.72% |
Volatility 6M: |
|
217.45% |
Volatility 1Y: |
|
172.97% |
Volatility 3Y: |
|
- |