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DZ Bank Call 70 MBG 20.09.2024/  DE000DJ23DD0  /

Frankfurt Zert./DZB
2024-06-04  6:04:32 PM Chg.-0.190 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
1.170EUR -13.97% 1.170
Bid Size: 3,000		 1.270
Ask Size: 3,000		 MERCEDES-BENZ GROUP ... 70.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ23DD
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-11
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 44.82
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -3.67
Time value: 1.48
Break-even: 71.48
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.29
Spread abs.: 0.10
Spread %: 7.25%
Delta: 0.35
Theta: -0.01
Omega: 15.75
Rho: 0.06
 

Quote data

Open: 1.360
High: 1.380
Low: 1.120
Previous Close: 1.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.02%
1 Month
  -41.50%
3 Months
  -58.51%
YTD  
+27.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 1.250
1M High / 1M Low: 2.510 1.160
6M High / 6M Low: 3.510 0.410
High (YTD): 2024-04-08 3.510
Low (YTD): 2024-01-22 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   1.356
Avg. volume 1W:   0.000
Avg. price 1M:   1.789
Avg. volume 1M:   0.000
Avg. price 6M:   1.767
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.95%
Volatility 6M:   181.61%
Volatility 1Y:   -
Volatility 3Y:   -