DZ Bank Call 45 MUX 21.06.2024
/ DE000DJ7RSQ2
DZ Bank Call 45 MUX 21.06.2024/ DE000DJ7RSQ2 /
| 2024-05-09 8:26:54 AM |
Chg.0.000 |
Bid2:59:07 PM |
Ask2:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
0.110
Bid Size: 20,000 |
0.130
Ask Size: 20,000 |
MUTARES KGAA NA O.N... |
45.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
DJ7RSQ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUTARES KGAA NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-0.17 |
| Time value: |
0.18 |
| Break-even: |
46.80 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.06 |
| Spread %: |
50.00% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
10.40 |
| Rho: |
0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
-23.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
0.150 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-02 |
0.200 |
| Low (YTD): |
2024-03-15 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
