DZ Bank Call 400 MA 17.01.2025
/ DE000DJ4ADX3
DZ Bank Call 400 MA 17.01.2025/ DE000DJ4ADX3 /
| 2024-06-06 10:04:52 AM |
Chg.+0.080 |
Bid10:17:50 AM |
Ask10:17:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.240EUR |
+1.30% |
6.270
Bid Size: 3,000 |
6.410
Ask Size: 3,000 |
MasterCard Incorpora... |
400.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ4ADX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.33 |
| Intrinsic value: |
4.29 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
4.29 |
| Time value: |
1.86 |
| Break-even: |
429.35 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
5.26 |
| Rho: |
1.61 |
Quote data
| Open: |
6.120 |
| High: |
6.240 |
| Low: |
6.120 |
| Previous Close: |
6.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.83% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
-30.12% |
| YTD |
|
|
+5.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.160 |
5.890 |
| 1M High / 1M Low: |
7.500 |
5.890 |
| 6M High / 6M Low: |
10.340 |
5.360 |
| High (YTD): |
2024-03-21 |
10.340 |
| Low (YTD): |
2024-01-05 |
5.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.768 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.563 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.58% |
| Volatility 6M: |
|
64.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
