DZ Bank Call 20.5 DTE 21.06.2024
/ DE000DJ3MUR6
DZ Bank Call 20.5 DTE 21.06.2024/ DE000DJ3MUR6 /
| 2024-06-05 8:16:54 AM |
Chg.+0.13 |
Bid3:31:33 PM |
Ask3:31:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
+7.22% |
2.14
Bid Size: 60,000 |
2.17
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: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.78% |
| 1 Month |
|
|
+29.53% |
| 3 Months |
|
|
+16.27% |
| YTD |
|
|
+18.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.21 |
| 1M High / 1M Low: |
2.02 |
1.21 |
| 6M High / 6M Low: |
3.08 |
0.85 |
| High (YTD): |
2024-01-22 |
3.08 |
| Low (YTD): |
2024-04-19 |
0.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.98% |
| Volatility 6M: |
|
162.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
