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DZ Bank Call 340 MUV2 20.12.2024/  DE000DJ3M279  /

Frankfurt Zert./DZB
2024-05-31  9:34:57 PM Chg.+0.390 Bid9:58:25 PM Ask9:58:25 PM Underlying Strike price Expiration date Option type
12.970EUR +3.10% 13.050
Bid Size: 1,250		 13.170
Ask Size: 1,250		 MUENCH.RUECKVERS.VNA... 340.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ3M27
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 340.00 EUR
Maturity: 2024-12-20
Issue date: 2023-06-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 12.50
Intrinsic value: 11.79
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 11.79
Time value: 1.38
Break-even: 471.70
Moneyness: 1.35
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.12
Spread %: 0.92%
Delta: 0.90
Theta: -0.08
Omega: 3.13
Rho: 1.55
 

Quote data

Open: 12.570
High: 13.280
Low: 12.570
Previous Close: 12.580
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.33%
1 Month  
+53.86%
3 Months  
+43.47%
YTD  
+138.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.360 12.580
1M High / 1M Low: 13.370 7.790
6M High / 6M Low: 13.370 5.390
High (YTD): 2024-05-22 13.370
Low (YTD): 2024-01-11 5.390
52W High: - -
52W Low: - -
Avg. price 1W:   12.946
Avg. volume 1W:   0.000
Avg. price 1M:   11.787
Avg. volume 1M:   0.000
Avg. price 6M:   8.615
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.23%
Volatility 6M:   85.40%
Volatility 1Y:   -
Volatility 3Y:   -