DZ Bank Call 20 MUX 21.06.2024
/ DE000DV5ZDP7
DZ Bank Call 20 MUX 21.06.2024/ DE000DV5ZDP7 /
2024-04-24 1:08:24 PM |
Chg.+0.020 |
Bid9:58:03 PM |
Ask2024-04-24 |
Underlying |
Strike price |
Expiration date |
Option type |
2.080EUR |
+0.97% |
- Bid Size: - |
- Ask Size: - |
MUTARES KGAA NA O.N... |
20.00 - |
2024-06-21 |
Call |
Master data
WKN: |
DV5ZDP |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUTARES KGAA NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-05 |
Last trading day: |
2024-04-25 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
2.01 |
Implied volatility: |
2.51 |
Historic volatility: |
0.32 |
Parity: |
2.01 |
Time value: |
0.17 |
Break-even: |
41.80 |
Moneyness: |
2.01 |
Premium: |
0.04 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.17 |
Spread %: |
8.46% |
Delta: |
0.91 |
Theta: |
-0.08 |
Omega: |
1.67 |
Rho: |
0.01 |
Quote data
Open: |
2.060 |
High: |
2.150 |
Low: |
2.060 |
Previous Close: |
2.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+0.97% |
3 Months |
|
|
+48.57% |
YTD |
|
|
+33.33% |
1 Year |
|
|
+225.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.080 |
2.060 |
6M High / 6M Low: |
2.110 |
1.130 |
High (YTD): |
2024-04-08 |
2.110 |
Low (YTD): |
2024-03-14 |
1.220 |
52W High: |
2024-04-08 |
2.110 |
52W Low: |
2023-08-28 |
0.370 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.495 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.014 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
68.25% |
Volatility 1Y: |
|
85.52% |
Volatility 3Y: |
|
- |