DZ Bank Call 180 MTX 20.06.2025
/ DE000DJ2DNY8
DZ Bank Call 180 MTX 20.06.2025/ DE000DJ2DNY8 /
2024-10-08 12:05:57 PM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.93EUR |
- |
- Bid Size: - |
- Ask Size: - |
MTU AERO ENGINES NA ... |
180.00 - |
2025-06-20 |
Call |
Master data
WKN: |
DJ2DNY |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MTU AERO ENGINES NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2023-09-13 |
Last trading day: |
2024-10-08 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.89 |
Intrinsic value: |
10.49 |
Implied volatility: |
0.42 |
Historic volatility: |
0.21 |
Parity: |
10.49 |
Time value: |
0.69 |
Break-even: |
291.80 |
Moneyness: |
1.58 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.04 |
Omega: |
2.40 |
Rho: |
1.08 |
Quote data
Open: |
10.69 |
High: |
11.00 |
Low: |
10.69 |
Previous Close: |
10.84 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-1.53% |
1 Month |
|
|
+9.41% |
3 Months |
|
|
+42.32% |
YTD |
|
|
+193.03% |
1 Year |
|
|
+355.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.10 |
10.84 |
1M High / 1M Low: |
11.22 |
9.67 |
6M High / 6M Low: |
11.22 |
4.88 |
High (YTD): |
2024-10-01 |
11.22 |
Low (YTD): |
2024-01-03 |
3.72 |
52W High: |
2024-10-01 |
11.22 |
52W Low: |
2023-10-20 |
2.11 |
Avg. price 1W: |
|
10.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.60 |
Avg. volume 1M: |
|
15 |
Avg. price 6M: |
|
7.90 |
Avg. volume 6M: |
|
11.72 |
Avg. price 1Y: |
|
6.17 |
Avg. volume 1Y: |
|
21.46 |
Volatility 1M: |
|
49.13% |
Volatility 6M: |
|
68.11% |
Volatility 1Y: |
|
71.33% |
Volatility 3Y: |
|
- |