DZ Bank Call 340 MA 20.12.2024
/ DE000DJ527T9
DZ Bank Call 340 MA 20.12.2024/ DE000DJ527T9 /
2024-06-05 9:34:47 PM |
Chg.+0.250 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
10.830EUR |
+2.36% |
10.850 Bid Size: 5,000 |
- Ask Size: - |
MasterCard Incorpora... |
340.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
DJ527T |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MasterCard Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.25 |
Intrinsic value: |
9.63 |
Implied volatility: |
0.32 |
Historic volatility: |
0.14 |
Parity: |
9.63 |
Time value: |
1.05 |
Break-even: |
419.25 |
Moneyness: |
1.31 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.91 |
Theta: |
-0.07 |
Omega: |
3.49 |
Rho: |
1.44 |
Quote data
Open: |
10.760 |
High: |
10.930 |
Low: |
10.520 |
Previous Close: |
10.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.88% |
1 Month |
|
|
-3.73% |
3 Months |
|
|
-19.90% |
YTD |
|
|
+10.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.830 |
10.490 |
1M High / 1M Low: |
12.220 |
10.490 |
6M High / 6M Low: |
15.100 |
9.070 |
High (YTD): |
2024-03-21 |
15.100 |
Low (YTD): |
2024-01-05 |
9.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.458 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.998 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
35.23% |
Volatility 6M: |
|
46.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |