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DZ Bank Call 16 IVU/D 20.12.2024/  DE000DJ3MZ02  /

EUWAX
25/07/2024  08:14:46 Chg.+0.090 Bid11:20:53 Ask11:20:53 Underlying Strike price Expiration date Option type
0.790EUR +12.86% 0.780
Bid Size: 4,000		 0.810
Ask Size: 4,000		 IVU TRAFFIC TECHN.AG... 16.00 - 20/12/2024 Call
 

Master data

WKN: DJ3MZ0
Issuer: DZ Bank AG
Currency: EUR
Underlying: IVU TRAFFIC TECHN.AG O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 20/12/2024
Issue date: 29/06/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.21
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.32
Parity: -1.90
Time value: 0.87
Break-even: 16.87
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.56
Spread abs.: 0.09
Spread %: 11.54%
Delta: 0.39
Theta: -0.01
Omega: 6.24
Rho: 0.02
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.47%
1 Month
  -15.05%
3 Months
  -44.76%
YTD
  -53.80%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.700
1M High / 1M Low: 1.080 0.700
6M High / 6M Low: 2.210 0.700
High (YTD): 04/04/2024 2.210
Low (YTD): 24/07/2024 0.700
52W High: 26/07/2023 3.160
52W Low: 24/07/2024 0.700
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.879
Avg. volume 1M:   0.000
Avg. price 6M:   1.336
Avg. volume 6M:   15.748
Avg. price 1Y:   1.747
Avg. volume 1Y:   7.813
Volatility 1M:   135.94%
Volatility 6M:   132.39%
Volatility 1Y:   125.11%
Volatility 3Y:   -