DZ Bank Call 330 M4I 21.06.2024
/ DE000DW61U27
DZ Bank Call 330 M4I 21.06.2024/ DE000DW61U27 /
03/06/2024 08:26:03 |
Chg.+0.58 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
10.99EUR |
+5.57% |
- Bid Size: - |
- Ask Size: - |
MASTERCARD INC.A DL-... |
330.00 - |
21/06/2024 |
Call |
Master data
WKN: |
DW61U2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
330.00 - |
Maturity: |
21/06/2024 |
Issue date: |
31/10/2022 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.26 |
Intrinsic value: |
8.19 |
Implied volatility: |
1.80 |
Historic volatility: |
0.14 |
Parity: |
8.19 |
Time value: |
2.69 |
Break-even: |
438.80 |
Moneyness: |
1.25 |
Premium: |
0.07 |
Premium p.a.: |
2.60 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-1.39 |
Omega: |
2.94 |
Rho: |
0.10 |
Quote data
Open: |
10.99 |
High: |
10.99 |
Low: |
10.99 |
Previous Close: |
10.41 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.74% |
1 Month |
|
|
+3.00% |
3 Months |
|
|
-21.67% |
YTD |
|
|
+14.36% |
1 Year |
|
|
+49.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.33 |
10.29 |
1M High / 1M Low: |
12.21 |
10.29 |
6M High / 6M Low: |
15.12 |
8.35 |
High (YTD): |
22/03/2024 |
15.12 |
Low (YTD): |
05/01/2024 |
8.93 |
52W High: |
22/03/2024 |
15.12 |
52W Low: |
27/10/2023 |
5.68 |
Avg. price 1W: |
|
10.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
11.85 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
9.96 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
41.70% |
Volatility 6M: |
|
49.64% |
Volatility 1Y: |
|
55.03% |
Volatility 3Y: |
|
- |