DZ Bank Call 18 RAW 20.12.2024
/ DE000DJ7PAC4
DZ Bank Call 18 RAW 20.12.2024/ DE000DJ7PAC4 /
27/09/2024 09:07:20 |
Chg.+0.02 |
Bid20:02:52 |
Ask20:02:52 |
Underlying |
Strike price |
Expiration date |
Option type |
1.47EUR |
+1.38% |
1.26 Bid Size: 12,500 |
1.39 Ask Size: 12,500 |
RAIFFEISEN BK INTL I... |
18.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
DJ7PAC |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
15/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.39 |
Historic volatility: |
0.30 |
Parity: |
0.18 |
Time value: |
1.34 |
Break-even: |
19.52 |
Moneyness: |
1.01 |
Premium: |
0.07 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.15 |
Spread %: |
10.95% |
Delta: |
0.57 |
Theta: |
-0.01 |
Omega: |
6.87 |
Rho: |
0.02 |
Quote data
Open: |
1.47 |
High: |
1.47 |
Low: |
1.47 |
Previous Close: |
1.45 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.30% |
1 Month |
|
|
+28.95% |
3 Months |
|
|
+61.54% |
YTD |
|
|
-40.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.45 |
1.33 |
1M High / 1M Low: |
1.45 |
0.73 |
6M High / 6M Low: |
2.66 |
0.58 |
High (YTD): |
26/01/2024 |
3.36 |
Low (YTD): |
07/08/2024 |
0.58 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.82% |
Volatility 6M: |
|
196.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |