DZ Bank Call 390 MUV2 21.06.2024
/ DE000DJ3M253
DZ Bank Call 390 MUV2 21.06.2024/ DE000DJ3M253 /
2024-06-10 9:34:58 AM |
Chg.+0.020 |
Bid9:37:01 AM |
Ask9:37:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
7.210EUR |
+0.28% |
7.160 Bid Size: 25,000 |
7.200 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
390.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DJ3M25 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-29 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.24 |
Intrinsic value: |
7.20 |
Implied volatility: |
0.66 |
Historic volatility: |
0.17 |
Parity: |
7.20 |
Time value: |
0.19 |
Break-even: |
463.90 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.12 |
Spread %: |
1.65% |
Delta: |
0.94 |
Theta: |
-0.33 |
Omega: |
5.87 |
Rho: |
0.11 |
Quote data
Open: |
7.130 |
High: |
7.210 |
Low: |
7.050 |
Previous Close: |
7.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.72% |
1 Month |
|
|
+8.42% |
3 Months |
|
|
+39.46% |
YTD |
|
|
+418.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.320 |
6.210 |
1M High / 1M Low: |
7.400 |
5.760 |
6M High / 6M Low: |
7.400 |
1.280 |
High (YTD): |
2024-05-22 |
7.400 |
Low (YTD): |
2024-01-11 |
1.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.878 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.775 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.803 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.35% |
Volatility 6M: |
|
201.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |