DZ Bank Call 390 MA 17.01.2025
/ DE000DJ5LKZ7
DZ Bank Call 390 MA 17.01.2025/ DE000DJ5LKZ7 /
| 2024-06-05 8:26:30 AM |
Chg.+0.23 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.85EUR |
+3.47% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
390.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ5LKZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.99 |
| Intrinsic value: |
5.03 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
5.03 |
| Time value: |
1.77 |
| Break-even: |
426.40 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
4.86 |
| Rho: |
1.62 |
Quote data
| Open: |
6.85 |
| High: |
6.85 |
| Low: |
6.85 |
| Previous Close: |
6.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.03% |
| 1 Month |
|
|
-2.28% |
| 3 Months |
|
|
-28.20% |
| YTD |
|
|
+4.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.09 |
6.50 |
| 1M High / 1M Low: |
8.26 |
6.50 |
| 6M High / 6M Low: |
11.18 |
5.62 |
| High (YTD): |
2024-03-22 |
11.18 |
| Low (YTD): |
2024-01-05 |
6.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.66% |
| Volatility 6M: |
|
67.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
