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DZ Bank Call 16 ECV 20.12.2024/  DE000DJ3MV55  /

Frankfurt Zert./DZB
2024-07-09  8:35:13 PM Chg.-0.040 Bid2024-07-09 Ask- Underlying Strike price Expiration date Option type
1.420EUR -2.74% 1.420
Bid Size: 2,500		 -
Ask Size: -		 ENCAVIS AG INH. O.N... 16.00 - 2024-12-20 Call
 

Master data

WKN: DJ3MV5
Issuer: DZ Bank AG
Currency: EUR
Underlying: ENCAVIS AG INH. O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-12-20
Issue date: 2023-06-29
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.67
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 1.04
Implied volatility: 0.14
Historic volatility: 0.42
Parity: 1.04
Time value: 0.42
Break-even: 17.46
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.82
Theta: 0.00
Omega: 9.56
Rho: 0.06
 

Quote data

Open: 1.430
High: 1.570
Low: 1.420
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.43%
1 Month
  -7.19%
3 Months  
+0.71%
YTD
  -36.04%
1 Year
  -47.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.390
1M High / 1M Low: 1.550 1.270
6M High / 6M Low: 1.710 0.350
High (YTD): 2024-01-10 1.710
Low (YTD): 2024-02-29 0.350
52W High: 2023-07-26 3.100
52W Low: 2024-02-29 0.350
Avg. price 1W:   1.426
Avg. volume 1W:   0.000
Avg. price 1M:   1.422
Avg. volume 1M:   0.000
Avg. price 6M:   1.230
Avg. volume 6M:   0.000
Avg. price 1Y:   1.440
Avg. volume 1Y:   0.000
Volatility 1M:   64.50%
Volatility 6M:   224.65%
Volatility 1Y:   197.97%
Volatility 3Y:   -