DZ Bank Call 420 MUV2 21.06.2024
/ DE000DJ3M261
DZ Bank Call 420 MUV2 21.06.2024/ DE000DJ3M261 /
| 2024-06-10 8:15:14 AM |
Chg.-0.08 |
Bid1:44:03 PM |
Ask1:44:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.19EUR |
-1.87% |
4.17
Bid Size: 25,000 |
4.21
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: |
4.19 |
| High: |
4.19 |
| Low: |
4.19 |
| Previous Close: |
4.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.01% |
| 1 Month |
|
|
+19.03% |
| 3 Months |
|
|
+66.27% |
| YTD |
|
|
+738.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.27 |
3.44 |
| 1M High / 1M Low: |
4.59 |
2.95 |
| 6M High / 6M Low: |
4.59 |
0.39 |
| High (YTD): |
2024-05-22 |
4.59 |
| Low (YTD): |
2024-01-11 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.81 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
142.86 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
40.32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.12% |
| Volatility 6M: |
|
295.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
