DZ Bank Call 12 IBE1 20.12.2024
/ DE000DJ385B0
DZ Bank Call 12 IBE1 20.12.2024/ DE000DJ385B0 /
| 19/06/2024 09:05:36 |
Chg.+0.080 |
Bid17:47:49 |
Ask17:47:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+12.50% |
0.610
Bid Size: 14,000 |
0.660
Ask Size: 14,000 |
IBERDROLA INH. EO... |
12.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
0.09 |
| Time value: |
0.67 |
| Break-even: |
12.75 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
7.14% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
9.75 |
| Rho: |
0.03 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-16.28% |
| 3 Months |
|
|
+148.28% |
| YTD |
|
|
-6.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.640 |
| 1M High / 1M Low: |
0.890 |
0.620 |
| 6M High / 6M Low: |
0.900 |
0.200 |
| High (YTD): |
16/05/2024 |
0.900 |
| Low (YTD): |
27/02/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.511 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.85% |
| Volatility 6M: |
|
159.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
