DZ Bank Call 11 IBE1 20.12.2024
/ DE000DJ4P320
DZ Bank Call 11 IBE1 20.12.2024/ DE000DJ4P320 /
| 2024-06-14 9:18:46 AM |
Chg.-0.03 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-2.11% |
-
Bid Size: - |
-
Ask Size: - |
IBERDROLA INH. EO... |
11.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4P32 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
1.13 |
| Time value: |
0.37 |
| Break-even: |
12.49 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
3.47% |
| Delta: |
0.82 |
| Theta: |
0.00 |
| Omega: |
6.71 |
| Rho: |
0.04 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.15% |
| 1 Month |
|
|
-6.08% |
| 3 Months |
|
|
+104.41% |
| YTD |
|
|
+0.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.31 |
| 1M High / 1M Low: |
1.61 |
1.25 |
| 6M High / 6M Low: |
1.61 |
0.48 |
| High (YTD): |
2024-06-05 |
1.61 |
| Low (YTD): |
2024-02-28 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.15% |
| Volatility 6M: |
|
123.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
