DZ Bank Call 220 IBM 17.01.2025
/ DE000DJ7PF74
DZ Bank Call 220 IBM 17.01.2025/ DE000DJ7PF74 /
10/01/2025 21:42:37 |
Chg.-0.320 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-56.14% |
- Bid Size: - |
- Ask Size: - |
International Busine... |
220.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
DJ7PF7 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
International Business Machines Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
15/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.38 |
Historic volatility: |
0.22 |
Parity: |
0.31 |
Time value: |
0.32 |
Break-even: |
219.96 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
1.15 |
Spread abs.: |
0.06 |
Spread %: |
10.53% |
Delta: |
0.62 |
Theta: |
-0.32 |
Omega: |
21.38 |
Rho: |
0.02 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.190 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-82.52% |
3 Months |
|
|
-86.49% |
YTD |
|
|
-56.90% |
1 Year |
|
|
+204.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.490 |
1M High / 1M Low: |
1.560 |
0.430 |
6M High / 6M Low: |
2.050 |
0.210 |
High (YTD): |
09/01/2025 |
0.570 |
Low (YTD): |
02/01/2025 |
0.430 |
52W High: |
14/10/2024 |
2.050 |
52W Low: |
10/01/2024 |
0.082 |
Avg. price 1W: |
|
0.528 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.859 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.780 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.587 |
Avg. volume 1Y: |
|
284.585 |
Volatility 1M: |
|
252.52% |
Volatility 6M: |
|
272.36% |
Volatility 1Y: |
|
303.13% |
Volatility 3Y: |
|
- |