DZ Bank Call 410 MUV2 20.12.2024
/ DE000DJ2JAJ3
DZ Bank Call 410 MUV2 20.12.2024/ DE000DJ2JAJ3 /
| 10/06/2024 14:04:25 |
Chg.-0.010 |
Bid14:32:19 |
Ask14:32:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.960EUR |
-0.14% |
7.020
Bid Size: 25,000 |
7.050
Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
410.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ2JAJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.35 |
| Intrinsic value: |
5.20 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
5.20 |
| Time value: |
1.93 |
| Break-even: |
481.30 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
1.28% |
| Delta: |
0.79 |
| Theta: |
-0.10 |
| Omega: |
5.14 |
| Rho: |
1.56 |
Quote data
| Open: |
6.920 |
| High: |
6.960 |
| Low: |
6.700 |
| Previous Close: |
6.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.19% |
| 1 Month |
|
|
+8.07% |
| 3 Months |
|
|
+52.63% |
| YTD |
|
|
+307.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.080 |
6.170 |
| 1M High / 1M Low: |
7.210 |
5.720 |
| 6M High / 6M Low: |
7.210 |
1.670 |
| High (YTD): |
22/05/2024 |
7.210 |
| Low (YTD): |
11/01/2024 |
1.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.825 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.94% |
| Volatility 6M: |
|
143.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
