DZ Bank Call 70 MBG 20.09.2024
/ DE000DJ23DD0
DZ Bank Call 70 MBG 20.09.2024/ DE000DJ23DD0 /
| 6/3/2024 5:04:38 PM |
Chg.-0.030 |
Bid5:27:32 PM |
Ask5:27:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
-2.05% |
1.430
Bid Size: 15,000 |
1.480
Ask Size: 15,000 |
MERCEDES-BENZ GROUP ... |
70.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ23DD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
40.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
-3.60 |
| Time value: |
1.62 |
| Break-even: |
71.62 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.10 |
| Spread %: |
6.58% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
14.91 |
| Rho: |
0.07 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.430 |
| Previous Close: |
1.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.05% |
| 1 Month |
|
|
-28.50% |
| 3 Months |
|
|
-50.69% |
| YTD |
|
|
+55.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.250 |
| 1M High / 1M Low: |
2.510 |
1.160 |
| 6M High / 6M Low: |
3.510 |
0.410 |
| High (YTD): |
4/8/2024 |
3.510 |
| Low (YTD): |
1/22/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.770 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.14% |
| Volatility 6M: |
|
181.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
