DZ Bank Call 340 M4I 21.06.2024
/ DE000DJ3F5F9
DZ Bank Call 340 M4I 21.06.2024/ DE000DJ3F5F9 /
| 2024-05-17 9:34:57 PM |
Chg.-0.050 |
Bid9:59:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.200EUR |
-0.44% |
11.250
Bid Size: 5,000 |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
340.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ3F5F |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.47 |
| Intrinsic value: |
8.35 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.14 |
| Parity: |
8.35 |
| Time value: |
2.90 |
| Break-even: |
452.50 |
| Moneyness: |
1.25 |
| Premium: |
0.07 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.78 |
| Omega: |
2.91 |
| Rho: |
0.20 |
Quote data
| Open: |
11.140 |
| High: |
11.290 |
| Low: |
11.100 |
| Previous Close: |
11.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.45% |
| 1 Month |
|
|
-0.18% |
| 3 Months |
|
|
-11.39% |
| YTD |
|
|
+28.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.250 |
10.650 |
| 1M High / 1M Low: |
11.850 |
9.630 |
| 6M High / 6M Low: |
14.150 |
7.380 |
| High (YTD): |
2024-03-21 |
14.150 |
| Low (YTD): |
2024-01-05 |
8.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.55% |
| Volatility 6M: |
|
52.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
