DZ Bank Call 12 IBE1 20.09.2024
/ DE000DJ52WR9
DZ Bank Call 12 IBE1 20.09.2024/ DE000DJ52WR9 /
| 2024-06-17 9:06:06 AM |
Chg.+0.030 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
IBERDROLA INH. EO... |
12.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ52WR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
0.13 |
| Time value: |
0.43 |
| Break-even: |
12.55 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
10.00% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
13.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-21.54% |
| 3 Months |
|
|
+183.33% |
| YTD |
|
|
-16.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.440 |
| 1M High / 1M Low: |
0.660 |
0.390 |
| 6M High / 6M Low: |
0.690 |
0.090 |
| High (YTD): |
2024-05-16 |
0.690 |
| Low (YTD): |
2024-02-27 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.344 |
| Avg. volume 6M: |
|
1,440 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.18% |
| Volatility 6M: |
|
227.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
