DZ Bank Call 340 M4I 21.06.2024
/ DE000DJ3F5F9
DZ Bank Call 340 M4I 21.06.2024/ DE000DJ3F5F9 /
| 2024-05-23 8:22:23 AM |
Chg.-0.02 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.99EUR |
-0.18% |
-
Bid Size: - |
-
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: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.27 |
| Intrinsic value: |
8.17 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.14 |
| Parity: |
8.17 |
| Time value: |
2.84 |
| Break-even: |
450.10 |
| Moneyness: |
1.24 |
| Premium: |
0.07 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.09 |
| Spread %: |
0.82% |
| Delta: |
0.77 |
| Theta: |
-0.90 |
| Omega: |
2.96 |
| Rho: |
0.17 |
Quote data
| Open: |
10.99 |
| High: |
10.99 |
| Low: |
10.99 |
| Previous Close: |
11.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.26% |
| 1 Month |
|
|
-8.80% |
| 3 Months |
|
|
-14.14% |
| YTD |
|
|
+25.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.30 |
10.99 |
| 1M High / 1M Low: |
12.05 |
9.75 |
| 6M High / 6M Low: |
14.22 |
7.55 |
| High (YTD): |
2024-03-22 |
14.22 |
| Low (YTD): |
2024-01-05 |
8.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.60% |
| Volatility 6M: |
|
53.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
