DZ Bank Call 37.5 MUX 21.06.2024
/ DE000DJ7RSP4
DZ Bank Call 37.5 MUX 21.06.2024/ DE000DJ7RSP4 /
| 20/05/2024 08:26:05 |
Chg.-0.030 |
Bid08:41:56 |
Ask08:41:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-5.88% |
0.480
Bid Size: 7,000 |
0.550
Ask Size: 7,000 |
MUTARES KGAA NA O.N... |
37.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
DJ7RSP |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUTARES KGAA NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.32 |
| Parity: |
0.39 |
| Time value: |
0.16 |
| Break-even: |
43.00 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.09 |
| Spread %: |
19.57% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
5.52 |
| Rho: |
0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
+84.62% |
| YTD |
|
|
+26.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.440 |
| 1M High / 1M Low: |
0.590 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/05/2024 |
0.590 |
| Low (YTD): |
15/03/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
