DZ Bank Call 20.5 DTE 21.06.2024
/ DE000DJ3MUR6
DZ Bank Call 20.5 DTE 21.06.2024/ DE000DJ3MUR6 /
2024-06-05 11:04:34 AM |
Chg.+0.290 |
Bid11:11:38 AM |
Ask11:11:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.200EUR |
+15.18% |
2.210 Bid Size: 60,000 |
2.240 Ask Size: 60,000 |
DT.TELEKOM AG NA |
20.50 - |
2024-06-21 |
Call |
Master data
WKN: |
DJ3MUR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.50 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-29 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.78 |
Intrinsic value: |
1.75 |
Implied volatility: |
0.45 |
Historic volatility: |
0.14 |
Parity: |
1.75 |
Time value: |
0.24 |
Break-even: |
22.49 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.06 |
Spread %: |
3.11% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
9.22 |
Rho: |
0.01 |
Quote data
Open: |
1.960 |
High: |
2.230 |
Low: |
1.960 |
Previous Close: |
1.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+73.23% |
1 Month |
|
|
+53.85% |
3 Months |
|
|
+17.65% |
YTD |
|
|
+30.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.940 |
1.270 |
1M High / 1M Low: |
1.940 |
1.270 |
6M High / 6M Low: |
3.080 |
0.950 |
High (YTD): |
2024-01-22 |
3.080 |
Low (YTD): |
2024-04-18 |
0.950 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.584 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.886 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.63% |
Volatility 6M: |
|
151.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |