DZ Bank Call 500 MUV2 20.09.2024
/ DE000DJ1U4C2
DZ Bank Call 500 MUV2 20.09.2024/ DE000DJ1U4C2 /
2024-06-14 8:04:27 AM |
Chg.-0.020 |
Bid7:55:31 PM |
Ask7:55:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-2.47% |
0.670 Bid Size: 25,000 |
0.760 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
500.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ1U4C |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-05-23 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
53.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
-3.86 |
Time value: |
0.87 |
Break-even: |
508.70 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.09 |
Spread %: |
11.54% |
Delta: |
0.28 |
Theta: |
-0.10 |
Omega: |
15.08 |
Rho: |
0.33 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.810 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.27% |
1 Month |
|
|
+64.58% |
3 Months |
|
|
+64.58% |
YTD |
|
|
+887.50% |
1 Year |
|
|
+1480.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.670 |
1M High / 1M Low: |
0.930 |
0.450 |
6M High / 6M Low: |
0.930 |
0.060 |
High (YTD): |
2024-05-22 |
0.930 |
Low (YTD): |
2024-05-06 |
0.060 |
52W High: |
2024-05-22 |
0.930 |
52W Low: |
2023-07-14 |
0.001 |
Avg. price 1W: |
|
0.725 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.691 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.327 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.228 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
239.65% |
Volatility 6M: |
|
409.21% |
Volatility 1Y: |
|
3,113.25% |
Volatility 3Y: |
|
- |