DZ Bank Call 540 MA 17.01.2025
/ DE000DJ7S2K7
DZ Bank Call 540 MA 17.01.2025/ DE000DJ7S2K7 /
| 2024-06-06 8:06:40 AM |
Chg.0.000 |
Bid10:00:02 AM |
Ask10:00:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.420
Bid Size: 6,000 |
0.460
Ask Size: 6,000 |
MasterCard Incorpora... |
540.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
DJ7S2K |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
93.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-8.58 |
| Time value: |
0.44 |
| Break-even: |
501.00 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
13.84 |
| Rho: |
0.35 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
-35.48% |
| 3 Months |
|
|
-75.46% |
| YTD |
|
|
-51.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.370 |
| 1M High / 1M Low: |
0.770 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
2.250 |
| Low (YTD): |
2024-06-04 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
