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DZ Bank Call 80 MBG 20.09.2024/  DE000DJ23DE8  /

Frankfurt Zert./DZB
2024-06-11  2:04:29 PM Chg.+0.020 Bid2024-06-11 Ask2024-06-11 Underlying Strike price Expiration date Option type
0.090EUR +28.57% 0.090
Bid Size: 15,000		 0.140
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: 364.00
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -14.48
Time value: 0.18
Break-even: 80.18
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 1.07
Spread abs.: 0.10
Spread %: 125.00%
Delta: 0.06
Theta: 0.00
Omega: 21.03
Rho: 0.01
 

Quote data

Open: 0.080
High: 0.100
Low: 0.080
Previous Close: 0.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -74.29%
3 Months
  -86.76%
YTD
  -59.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.060
1M High / 1M Low: 0.430 0.060
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:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.429
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.07%
Volatility 6M:   296.13%
Volatility 1Y:   -
Volatility 3Y:   -