DZ Bank Call 14 IVU/D 20.12.2024
/ DE000DJ40AM1
DZ Bank Call 14 IVU/D 20.12.2024/ DE000DJ40AM1 /
2024-09-23 9:35:18 AM |
Chg.+0.140 |
Bid9:42:13 AM |
Ask9:42:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.260EUR |
+12.50% |
1.330 Bid Size: 4,000 |
1.360 Ask Size: 4,000 |
IVU TRAFFIC TECHN.AG... |
14.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ40AM |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-08-21 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.40 |
Historic volatility: |
0.30 |
Parity: |
0.05 |
Time value: |
1.14 |
Break-even: |
15.19 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.09 |
Spread %: |
8.18% |
Delta: |
0.56 |
Theta: |
-0.01 |
Omega: |
6.65 |
Rho: |
0.02 |
Quote data
Open: |
1.110 |
High: |
1.260 |
Low: |
1.110 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.55% |
1 Month |
|
|
+9.57% |
3 Months |
|
|
-26.74% |
YTD |
|
|
-48.57% |
1 Year |
|
|
-53.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
1.020 |
1M High / 1M Low: |
1.240 |
1.020 |
6M High / 6M Low: |
3.210 |
0.880 |
High (YTD): |
2024-03-28 |
3.210 |
Low (YTD): |
2024-08-05 |
0.880 |
52W High: |
2023-12-01 |
3.950 |
52W Low: |
2024-08-05 |
0.880 |
Avg. price 1W: |
|
1.086 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.802 |
Avg. volume 6M: |
|
15.748 |
Avg. price 1Y: |
|
2.152 |
Avg. volume 1Y: |
|
7.874 |
Volatility 1M: |
|
59.96% |
Volatility 6M: |
|
128.79% |
Volatility 1Y: |
|
120.29% |
Volatility 3Y: |
|
- |