DZ Bank Call 45 MUX 21.06.2024
/ DE000DJ7RSQ2
DZ Bank Call 45 MUX 21.06.2024/ DE000DJ7RSQ2 /
| 20/05/2024 09:35:25 |
Chg.+0.020 |
Bid20/05/2024 |
Ask20/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+28.57% |
0.090
Bid Size: 20,000 |
0.110
Ask Size: 20,000 |
MUTARES KGAA NA O.N... |
45.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
DJ7RSQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUTARES KGAA NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.32 |
| Parity: |
-0.36 |
| Time value: |
0.13 |
| Break-even: |
46.30 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
2.32 |
| Spread abs.: |
0.06 |
| Spread %: |
85.71% |
| Delta: |
0.33 |
| Theta: |
-0.04 |
| Omega: |
10.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.070 |
| High: |
0.090 |
| Low: |
0.070 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.070 |
| 1M High / 1M Low: |
0.140 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/02/2024 |
0.190 |
| Low (YTD): |
14/03/2024 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
