DZ Bank Call 70 MBG 20.09.2024
/ DE000DJ23DD0
DZ Bank Call 70 MBG 20.09.2024/ DE000DJ23DD0 /
| 6/4/2024 9:35:13 PM |
Chg.-0.140 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-10.29% |
1.230
Bid Size: 1,500 |
1.330
Ask Size: 1,500 |
MERCEDES-BENZ GROUP ... |
70.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.48% |
| 1 Month |
|
|
-39.00% |
| 3 Months |
|
|
-56.74% |
| YTD |
|
|
+32.61% |
| 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): |
4/8/2024 |
3.510 |
| Low (YTD): |
1/22/2024 |
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: |
|
- |
