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DZ Bank Call 14 IVU/D 20.12.2024/  DE000DJ40AM1  /

Frankfurt Zert./DZB
2024-09-20  9:34:47 PM Chg.+0.030 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
1.120EUR +2.75% 1.100
Bid Size: 400		 1.190
Ask Size: 400		 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: 1.100
High: 1.190
Low: 1.100
Previous Close: 1.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.67%
1 Month
  -7.44%
3 Months
  -34.88%
YTD
  -54.29%
1 Year
  -58.36%
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:   1.135
Avg. volume 1M:   0.000
Avg. price 6M:   1.805
Avg. volume 6M:   15.625
Avg. price 1Y:   2.155
Avg. volume 1Y:   7.843
Volatility 1M:   60.84%
Volatility 6M:   131.71%
Volatility 1Y:   120.08%
Volatility 3Y:   -