DZ Bank Call 500 MUV2 20.09.2024
/ DE000DQ0KLV8
DZ Bank Call 500 MUV2 20.09.2024/ DE000DQ0KLV8 /
20/06/2024 12:55:01 |
Chg.+0.030 |
Bid17:04:23 |
Ask17:04:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+5.66% |
0.580 Bid Size: 25,000 |
0.590 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
500.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
DQ0KLV |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
14/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
80.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
-3.91 |
Time value: |
0.57 |
Break-even: |
505.70 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.02 |
Spread %: |
3.64% |
Delta: |
0.24 |
Theta: |
-0.08 |
Omega: |
19.01 |
Rho: |
0.26 |
Quote data
Open: |
0.530 |
High: |
0.560 |
Low: |
0.530 |
Previous Close: |
0.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.22% |
1 Month |
|
|
-13.85% |
3 Months |
|
|
-12.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.530 |
1M High / 1M Low: |
0.800 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.632 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.651 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |