DZ Bank Call 12 IBE1 20.09.2024
/ DE000DJ52WR9
DZ Bank Call 12 IBE1 20.09.2024/ DE000DJ52WR9 /
| 2024-05-22 9:04:41 AM |
Chg.+0.040 |
Bid1:16:56 PM |
Ask1:16:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+7.27% |
0.570
Bid Size: 35,000 |
0.580
Ask Size: 35,000 |
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: |
18.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
0.31 |
| Time value: |
0.37 |
| Break-even: |
12.68 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
17.24% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
12.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.67% |
| 1 Month |
|
|
+118.52% |
| 3 Months |
|
|
+247.06% |
| YTD |
|
|
-3.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.550 |
| 1M High / 1M Low: |
0.690 |
0.230 |
| 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: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
7,142.857 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
1,451.613 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.04% |
| Volatility 6M: |
|
207.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
