DZ Bank Call 11 IBE1 21.06.2024
/ DE000DJ385A2
DZ Bank Call 11 IBE1 21.06.2024/ DE000DJ385A2 /
| 13/05/2024 21:04:47 |
Chg.-0.040 |
Bid13/05/2024 |
Ask13/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-3.25% |
1.190
Bid Size: 14,000 |
1.290
Ask Size: 14,000 |
IBERDROLA INH. EO... |
11.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
DJ385A |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.21 |
| Time value: |
0.12 |
| Break-even: |
12.33 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
8.13% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
8.06 |
| Rho: |
0.01 |
Quote data
| Open: |
1.290 |
| High: |
1.290 |
| Low: |
1.190 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+142.86% |
| 3 Months |
|
|
+190.24% |
| YTD |
|
|
+0.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.850 |
| 1M High / 1M Low: |
1.230 |
0.420 |
| 6M High / 6M Low: |
1.300 |
0.250 |
| High (YTD): |
08/01/2024 |
1.300 |
| Low (YTD): |
28/02/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.727 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.19% |
| Volatility 6M: |
|
183.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
