DZ Bank Call 18 RAW 20.12.2024
/ DE000DJ7PAC4
DZ Bank Call 18 RAW 20.12.2024/ DE000DJ7PAC4 /
| 10/09/2024 21:34:46 |
Chg.-0.070 |
Bid21:59:36 |
Ask21:59:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
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: |
14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-1.03 |
| Time value: |
1.14 |
| Break-even: |
19.14 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.15 |
| Spread %: |
15.15% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
6.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.980 |
| High: |
1.090 |
| Low: |
0.850 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.02% |
| 1 Month |
|
|
+26.39% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
-62.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.880 |
| 1M High / 1M Low: |
1.330 |
0.790 |
| 6M High / 6M Low: |
2.780 |
0.620 |
| High (YTD): |
22/02/2024 |
3.520 |
| Low (YTD): |
05/08/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.518 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.41% |
| Volatility 6M: |
|
168.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
