DZ Bank Call 16 RAW 20.12.2024
/ DE000DJ39EG7
DZ Bank Call 16 RAW 20.12.2024/ DE000DJ39EG7 /
9/10/2024 8:11:03 AM |
Chg.-0.02 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.02EUR |
-0.98% |
- Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... |
16.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
DJ39EG |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/19/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.69 |
Intrinsic value: |
0.97 |
Implied volatility: |
0.45 |
Historic volatility: |
0.30 |
Parity: |
0.97 |
Time value: |
1.20 |
Break-even: |
18.17 |
Moneyness: |
1.06 |
Premium: |
0.07 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.15 |
Spread %: |
7.43% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
5.15 |
Rho: |
0.02 |
Quote data
Open: |
2.02 |
High: |
2.02 |
Low: |
2.02 |
Previous Close: |
2.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.76% |
1 Month |
|
|
+23.17% |
3 Months |
|
|
-14.04% |
YTD |
|
|
-42.78% |
1 Year |
|
|
+126.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.34 |
2.02 |
1M High / 1M Low: |
2.69 |
1.62 |
6M High / 6M Low: |
4.01 |
1.32 |
High (YTD): |
2/23/2024 |
4.86 |
Low (YTD): |
8/5/2024 |
1.32 |
52W High: |
2/23/2024 |
4.86 |
52W Low: |
9/26/2023 |
0.62 |
Avg. price 1W: |
|
2.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.64 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.53 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
111.84% |
Volatility 6M: |
|
147.92% |
Volatility 1Y: |
|
141.42% |
Volatility 3Y: |
|
- |