DZ Bank Call 360 M4I 21.06.2024
/ DE000DJ3F5G7
DZ Bank Call 360 M4I 21.06.2024/ DE000DJ3F5G7 /
| 2024-06-07 9:34:52 PM |
Chg.+0.240 |
Bid9:59:15 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.490EUR |
+2.91% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
360.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3F5G |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.69 |
| Intrinsic value: |
5.64 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.14 |
| Parity: |
5.64 |
| Time value: |
2.85 |
| Break-even: |
444.90 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
5.41 |
| Spread abs.: |
0.06 |
| Spread %: |
0.71% |
| Delta: |
0.73 |
| Theta: |
-1.80 |
| Omega: |
3.57 |
| Rho: |
0.08 |
Quote data
| Open: |
8.300 |
| High: |
8.570 |
| Low: |
8.200 |
| Previous Close: |
8.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.55% |
| 1 Month |
|
|
-7.72% |
| 3 Months |
|
|
-20.28% |
| YTD |
|
|
+19.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.490 |
7.680 |
| 1M High / 1M Low: |
9.430 |
7.680 |
| 6M High / 6M Low: |
12.350 |
6.510 |
| High (YTD): |
2024-03-21 |
12.350 |
| Low (YTD): |
2024-01-05 |
6.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.51% |
| Volatility 6M: |
|
61.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
