DZ Bank Call 360 M4I 21.06.2024
/ DE000DJ3F5G7
DZ Bank Call 360 M4I 21.06.2024/ DE000DJ3F5G7 /
| 12/06/2024 21:34:44 |
Chg.-0.640 |
Bid21:53:46 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.660EUR |
-7.71% |
7.750
Bid Size: 10,000 |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
360.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
DJ3F5G |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
23/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.84 |
| Intrinsic value: |
5.81 |
| Implied volatility: |
1.99 |
| Historic volatility: |
0.14 |
| Parity: |
5.81 |
| Time value: |
2.49 |
| Break-even: |
443.00 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
9.44 |
| Spread abs.: |
-0.06 |
| Spread %: |
-0.72% |
| Delta: |
0.74 |
| Theta: |
-2.39 |
| Omega: |
3.72 |
| Rho: |
0.06 |
Quote data
| Open: |
8.500 |
| High: |
8.600 |
| Low: |
7.660 |
| Previous Close: |
8.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.73% |
| 1 Month |
|
|
-16.74% |
| 3 Months |
|
|
-30.87% |
| YTD |
|
|
+7.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.490 |
8.040 |
| 1M High / 1M Low: |
9.430 |
7.680 |
| 6M High / 6M Low: |
12.350 |
6.510 |
| High (YTD): |
21/03/2024 |
12.350 |
| Low (YTD): |
05/01/2024 |
6.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.85% |
| Volatility 6M: |
|
61.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
