DZ Bank Call 18 RAW 20.12.2024
/ DE000DJ7PAC4
DZ Bank Call 18 RAW 20.12.2024/ DE000DJ7PAC4 /
10/18/2024 9:09:38 AM |
Chg.-0.25 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
-17.01% |
- Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... |
18.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
0.35 |
Time value: |
1.12 |
Break-even: |
19.47 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.15 |
Spread %: |
11.36% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
7.38 |
Rho: |
0.02 |
Quote data
Open: |
1.22 |
High: |
1.22 |
Low: |
1.22 |
Previous Close: |
1.47 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.58% |
1 Month |
|
|
-10.29% |
3 Months |
|
|
-22.29% |
YTD |
|
|
-51.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
1.22 |
1M High / 1M Low: |
1.47 |
0.90 |
6M High / 6M Low: |
2.45 |
0.58 |
High (YTD): |
1/26/2024 |
3.36 |
Low (YTD): |
8/7/2024 |
0.58 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.59% |
Volatility 6M: |
|
201.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |