DZ Bank Call 18 RAW 20.12.2024
/ DE000DJ7PAC4
DZ Bank Call 18 RAW 20.12.2024/ DE000DJ7PAC4 /
| 18/09/2024 09:12:50 |
Chg.+0.23 |
Bid13:43:12 |
Ask13:43:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+23.00% |
1.26
Bid Size: 50,000 |
1.31
Ask Size: 50,000 |
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: |
13.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
-0.48 |
| Time value: |
1.27 |
| Break-even: |
19.27 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.15 |
| Spread %: |
13.39% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
6.96 |
| Rho: |
0.02 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.80% |
| 1 Month |
|
|
+25.51% |
| 3 Months |
|
|
+20.59% |
| YTD |
|
|
-50.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.88 |
| 1M High / 1M Low: |
1.41 |
0.73 |
| 6M High / 6M Low: |
2.76 |
0.58 |
| High (YTD): |
26/01/2024 |
3.36 |
| Low (YTD): |
07/08/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.70% |
| Volatility 6M: |
|
201.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
