DZ Bank Call 12 IBE1 20.12.2024
/ DE000DJ385B0
DZ Bank Call 12 IBE1 20.12.2024/ DE000DJ385B0 /
| 2024-05-22 9:05:12 AM |
Chg.+0.040 |
Bid12:49:07 PM |
Ask12:49:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+5.19% |
0.770
Bid Size: 35,000 |
0.780
Ask Size: 35,000 |
IBERDROLA INH. EO... |
12.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ385B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
IBERDROLA INH. EO -,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.17 |
| Parity: |
0.31 |
| Time value: |
0.59 |
| Break-even: |
12.90 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
12.50% |
| Delta: |
0.68 |
| Theta: |
0.00 |
| Omega: |
9.27 |
| Rho: |
0.04 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+84.09% |
| 3 Months |
|
|
+138.24% |
| YTD |
|
|
+5.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.770 |
| 1M High / 1M Low: |
0.900 |
0.420 |
| 6M High / 6M Low: |
0.900 |
0.200 |
| High (YTD): |
2024-05-16 |
0.900 |
| Low (YTD): |
2024-02-27 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.499 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.72% |
| Volatility 6M: |
|
146.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
