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DZ Bank Call 16 ECV 20.12.2024/  DE000DJ3MV55  /

Frankfurt Zert./DZB
9/9/2024  6:35:02 PM Chg.-0.040 Bid9/9/2024 Ask- Underlying Strike price Expiration date Option type
1.220EUR -3.17% 1.220
Bid Size: 3,500		 -
Ask Size: -		 ENCAVIS AG INH. O.N... 16.00 - 12/20/2024 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: 12/20/2024
Issue date: 6/29/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.52
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 1.03
Implied volatility: 0.12
Historic volatility: 0.40
Parity: 1.03
Time value: 0.23
Break-even: 17.26
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.80%
Delta: 0.87
Theta: 0.00
Omega: 11.80
Rho: 0.04
 

Quote data

Open: 1.250
High: 1.340
Low: 1.220
Previous Close: 1.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.69%
1 Month
  -8.27%
3 Months
  -20.26%
YTD
  -45.05%
1 Year
  -18.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.260
1M High / 1M Low: 1.330 1.260
6M High / 6M Low: 1.610 0.890
High (YTD): 1/10/2024 1.710
Low (YTD): 2/29/2024 0.350
52W High: 12/29/2023 2.220
52W Low: 2/29/2024 0.350
Avg. price 1W:   1.268
Avg. volume 1W:   0.000
Avg. price 1M:   1.286
Avg. volume 1M:   0.000
Avg. price 6M:   1.414
Avg. volume 6M:   0.000
Avg. price 1Y:   1.284
Avg. volume 1Y:   0.000
Volatility 1M:   25.08%
Volatility 6M:   112.02%
Volatility 1Y:   191.79%
Volatility 3Y:   -