DZ Bank Call 14 IVU/D 21.06.2024
/ DE000DJ40AL3
DZ Bank Call 14 IVU/D 21.06.2024/ DE000DJ40AL3 /
5/27/2024 8:18:06 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
- |
- Bid Size: - |
- Ask Size: - |
IVU TRAFFIC TECHN.AG... |
14.00 - |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
8/21/2023 |
Last trading day: |
5/28/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.49 |
Historic volatility: |
0.31 |
Parity: |
0.80 |
Time value: |
0.38 |
Break-even: |
15.18 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
8.86 |
Rho: |
0.01 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-23.89% |
1 Month |
|
|
-26.50% |
3 Months |
|
|
-19.63% |
YTD |
|
|
-49.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.860 |
1M High / 1M Low: |
1.570 |
0.860 |
6M High / 6M Low: |
3.240 |
0.860 |
High (YTD): |
4/4/2024 |
2.210 |
Low (YTD): |
5/27/2024 |
0.860 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.960 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.058 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.462 |
Avg. volume 6M: |
|
1.230 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
206.98% |
Volatility 6M: |
|
174.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |