DZ Bank Call 14 IVU/D 20.12.2024
/ DE000DJ40AM1
DZ Bank Call 14 IVU/D 20.12.2024/ DE000DJ40AM1 /
| 21/06/2024 09:35:12 |
Chg.+0.010 |
Bid21/06/2024 |
Ask21/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+0.58% |
1.740
Bid Size: 4,000 |
1.770
Ask Size: 4,000 |
IVU TRAFFIC TECHN.AG... |
14.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
21/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
-0.05 |
| Time value: |
1.59 |
| Break-even: |
15.59 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.09 |
| Spread %: |
6.00% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
5.04 |
| Rho: |
0.03 |
Quote data
| Open: |
1.770 |
| High: |
1.800 |
| Low: |
1.740 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.10% |
| 1 Month |
|
|
-15.12% |
| 3 Months |
|
|
-15.53% |
| YTD |
|
|
-28.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.530 |
| 1M High / 1M Low: |
2.410 |
1.530 |
| 6M High / 6M Low: |
3.210 |
1.530 |
| High (YTD): |
28/03/2024 |
3.210 |
| Low (YTD): |
19/06/2024 |
1.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.197 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.61% |
| Volatility 6M: |
|
107.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
