DZ Bank Call 520 MA 20.12.2024
/ DE000DJ7S2G5
DZ Bank Call 520 MA 20.12.2024/ DE000DJ7S2G5 /
| 2024-06-06 8:34:58 AM |
Chg.-0.010 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-1.85% |
0.530
Bid Size: 4,000 |
0.570
Ask Size: 4,000 |
MasterCard Incorpora... |
520.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
DJ7S2G |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
77.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-6.91 |
| Time value: |
0.53 |
| Break-even: |
483.16 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
0.18 |
| Theta: |
-0.05 |
| Omega: |
14.04 |
| Rho: |
0.38 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.85% |
| 1 Month |
|
|
-36.14% |
| 3 Months |
|
|
-74.52% |
| YTD |
|
|
-46.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.490 |
| 1M High / 1M Low: |
1.030 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
2.730 |
| Low (YTD): |
2024-06-04 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
