DZ Bank Call 32.5 MUX 21.06.2024
/ DE000DJ6JWW1
DZ Bank Call 32.5 MUX 21.06.2024/ DE000DJ6JWW1 /
| 2024-05-09 8:27:12 AM |
Chg.0.00 |
Bid2024-05-09 |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
0.00% |
1.04
Bid Size: 7,000 |
1.16
Ask Size: 7,000 |
MUTARES KGAA NA O.N... |
32.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ6JWW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUTARES KGAA NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.31 |
| Parity: |
1.08 |
| Time value: |
0.10 |
| Break-even: |
44.30 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
14.56% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.22 |
| Rho: |
0.03 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.64% |
| 1 Month |
|
|
+15.56% |
| 3 Months |
|
|
+92.59% |
| YTD |
|
|
+67.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.94 |
| 1M High / 1M Low: |
1.05 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-07 |
1.05 |
| Low (YTD): |
2024-03-15 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
