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: |
|
- |
