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DZ Bank Call 36 MUX 21.06.2024/  DE000DJ1U4D0  /

EUWAX
2024-05-23  8:03:32 AM Chg.-0.050 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.460EUR -9.80% -
Bid Size: -		 -
Ask Size: -		 MUTARES KGAA NA O.N... 36.00 - 2024-06-21 Call
 

Master data

WKN: DJ1U4D
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUTARES KGAA NA O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-06-21
Issue date: 2023-05-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.16
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.41
Implied volatility: 0.71
Historic volatility: 0.32
Parity: 0.41
Time value: 0.15
Break-even: 41.60
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.59
Spread abs.: 0.15
Spread %: 36.59%
Delta: 0.74
Theta: -0.05
Omega: 5.32
Rho: 0.02
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.34%
1 Month
  -11.54%
3 Months  
+70.37%
YTD  
+15.00%
1 Year  
+228.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.510
1M High / 1M Low: 0.730 0.510
6M High / 6M Low: 0.730 0.140
High (YTD): 2024-05-07 0.730
Low (YTD): 2024-03-15 0.140
52W High: 2024-05-07 0.730
52W Low: 2023-08-25 0.007
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   0.226
Avg. volume 1Y:   0.000
Volatility 1M:   153.79%
Volatility 6M:   184.20%
Volatility 1Y:   254.99%
Volatility 3Y:   -