DZ Bank Call 520 MA 20.12.2024
/ DE000DJ7S2G5
DZ Bank Call 520 MA 20.12.2024/ DE000DJ7S2G5 /
2024-06-06 10:04:40 AM |
Chg.+0.020 |
Bid10:06:07 AM |
Ask10:06:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
+3.70% |
0.550 Bid Size: 3,000 |
0.590 Ask Size: 3,000 |
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: |
73.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.14 |
Parity: |
-6.74 |
Time value: |
0.56 |
Break-even: |
483.81 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.02 |
Spread %: |
3.70% |
Delta: |
0.19 |
Theta: |
-0.05 |
Omega: |
13.91 |
Rho: |
0.39 |
Quote data
Open: |
0.530 |
High: |
0.560 |
Low: |
0.530 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.70% |
1 Month |
|
|
-32.53% |
3 Months |
|
|
-73.08% |
YTD |
|
|
-43.43% |
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: |
|
- |