DZ Bank Call 14 IVU/D 21.06.2024
/ DE000DJ40AL3
DZ Bank Call 14 IVU/D 21.06.2024/ DE000DJ40AL3 /
27/05/2024 12:35:26 |
Chg.+0.160 |
Bid21:58:06 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
+18.18% |
- Bid Size: - |
- Ask Size: - |
IVU TRAFFIC TECHN.AG... |
14.00 - |
21/06/2024 |
Call |
Master data
WKN: |
DJ40AL |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
IVU TRAFFIC TECHN.AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 - |
Maturity: |
21/06/2024 |
Issue date: |
21/08/2023 |
Last trading day: |
28/05/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
0.90 |
Time value: |
0.28 |
Break-even: |
15.18 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
9.46 |
Rho: |
0.01 |
Quote data
Open: |
0.860 |
High: |
1.040 |
Low: |
0.860 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
-5.45% |
3 Months |
|
|
+8.33% |
YTD |
|
|
-38.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
0.880 |
1M High / 1M Low: |
1.430 |
0.780 |
6M High / 6M Low: |
3.230 |
0.780 |
High (YTD): |
28/03/2024 |
2.270 |
Low (YTD): |
17/05/2024 |
0.780 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.983 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.030 |
Avg. volume 1M: |
|
7.500 |
Avg. price 6M: |
|
1.459 |
Avg. volume 6M: |
|
59.756 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.18% |
Volatility 6M: |
|
177.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |