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DZ Bank Call 16 IVU/D 20.12.2024/  DE000DJ3MZ02  /

Frankfurt Zert./DZB
2024-09-20  9:34:45 PM Chg.+0.010 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.390EUR +2.63% 0.380
Bid Size: 400		 0.470
Ask Size: 400		 IVU TRAFFIC TECHN.AG... 16.00 - 2024-12-20 Call
 

Master data

WKN: DJ3MZ0
Issuer: DZ Bank AG
Currency: EUR
Underlying: IVU TRAFFIC TECHN.AG O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2024-12-20
Issue date: 2023-06-29
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 29.89
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -1.95
Time value: 0.47
Break-even: 16.47
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.91
Spread abs.: 0.09
Spread %: 23.68%
Delta: 0.30
Theta: -0.01
Omega: 8.94
Rho: 0.01
 

Quote data

Open: 0.390
High: 0.440
Low: 0.390
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month
  -22.00%
3 Months
  -59.79%
YTD
  -77.84%
1 Year
  -80.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.350
1M High / 1M Low: 0.500 0.350
6M High / 6M Low: 2.240 0.350
High (YTD): 2024-03-28 2.240
Low (YTD): 2024-09-17 0.350
52W High: 2023-12-01 2.980
52W Low: 2024-09-17 0.350
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.430
Avg. volume 1M:   0.000
Avg. price 6M:   1.035
Avg. volume 6M:   0.000
Avg. price 1Y:   1.410
Avg. volume 1Y:   23.529
Volatility 1M:   81.37%
Volatility 6M:   164.81%
Volatility 1Y:   142.47%
Volatility 3Y:   -