OverviewChartNewsTraderScreen

DZ Bank Call 80 MBG 20.09.2024/  DE000DJ23DE8  /

Frankfurt Zert./DZB
2024-06-04  12:35:01 PM Chg.-0.010 Bid12:46:19 PM Ask12:46:19 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 15,000		 0.170
Ask Size: 15,000		 MERCEDES-BENZ GROUP ... 80.00 EUR 2024-09-20 Call
 

Master data

WKN: DJ23DE
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-11
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 276.38
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -13.67
Time value: 0.24
Break-even: 80.24
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.90
Spread abs.: 0.10
Spread %: 71.43%
Delta: 0.07
Theta: -0.01
Omega: 20.14
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.160
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -65.71%
3 Months
  -86.67%
YTD
  -45.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.510 0.120
6M High / 6M Low: 1.210 0.050
High (YTD): 2024-04-08 1.210
Low (YTD): 2024-01-22 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   291.48%
Volatility 6M:   293.51%
Volatility 1Y:   -
Volatility 3Y:   -