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DZ Bank Call 420 MUV2 21.06.2024/  DE000DJ3M261  /

Frankfurt Zert./DZB
2024-06-10  5:04:49 PM Chg.-0.200 Bid5:36:01 PM Ask5:36:01 PM Underlying Strike price Expiration date Option type
4.040EUR -4.72% 4.150
Bid Size: 25,000		 4.270
Ask Size: 25,000		 MUENCH.RUECKVERS.VNA... 420.00 EUR 2024-06-21 Call
 

Master data

WKN: DJ3M26
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 420.00 EUR
Maturity: 2024-06-21
Issue date: 2023-06-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.43
Leverage: Yes

Calculated values

Fair value: 4.25
Intrinsic value: 4.20
Implied volatility: 0.45
Historic volatility: 0.17
Parity: 4.20
Time value: 0.23
Break-even: 464.30
Moneyness: 1.10
Premium: 0.00
Premium p.a.: 0.18
Spread abs.: 0.12
Spread %: 2.78%
Delta: 0.90
Theta: -0.33
Omega: 9.36
Rho: 0.11
 

Quote data

Open: 4.160
High: 4.280
Low: 3.920
Previous Close: 4.240
Turnover: 4,030
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.86%
1 Month  
+6.32%
3 Months  
+53.03%
YTD  
+724.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.360 3.310
1M High / 1M Low: 4.470 2.950
6M High / 6M Low: 4.470 0.420
High (YTD): 2024-05-22 4.470
Low (YTD): 2024-01-11 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   3.942
Avg. volume 1W:   600
Avg. price 1M:   3.875
Avg. volume 1M:   504.762
Avg. price 6M:   1.803
Avg. volume 6M:   118.548
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.69%
Volatility 6M:   321.65%
Volatility 1Y:   -
Volatility 3Y:   -