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DZ Bank Call 180 MTX 20.12.2024/  DE000DJ2DNW2  /

Frankfurt Zert./DZB
2024-11-14  9:04:19 PM Chg.+0.220 Bid9:17:15 PM Ask9:17:15 PM Underlying Strike price Expiration date Option type
13.300EUR +1.68% 13.300
Bid Size: 5,200		 13.420
Ask Size: 5,200		 MTU AERO ENGINES NA ... 180.00 EUR 2024-12-20 Call
 

Master data

WKN: DJ2DNW
Issuer: DZ Bank AG
Currency: EUR
Underlying: MTU AERO ENGINES NA O.N.
Type: Warrant
Option type: Call
Strike price: 180.00 EUR
Maturity: 2024-12-20
Issue date: 2023-09-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.35
Leverage: Yes

Calculated values

Fair value: 13.07
Intrinsic value: 13.02
Implied volatility: 0.99
Historic volatility: 0.21
Parity: 13.02
Time value: 0.17
Break-even: 311.90
Moneyness: 1.72
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.12
Spread %: 0.92%
Delta: 0.97
Theta: -0.10
Omega: 2.29
Rho: 0.17
 

Quote data

Open: 13.140
High: 13.650
Low: 13.140
Previous Close: 13.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.11%
1 Month  
+19.50%
3 Months  
+49.27%
YTD  
+313.04%
1 Year  
+407.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.020 13.080
1M High / 1M Low: 14.020 11.130
6M High / 6M Low: 14.020 4.840
High (YTD): 2024-11-11 14.020
Low (YTD): 2024-01-03 3.180
52W High: 2024-11-11 14.020
52W Low: 2023-12-14 2.540
Avg. price 1W:   13.584
Avg. volume 1W:   0.000
Avg. price 1M:   12.987
Avg. volume 1M:   0.000
Avg. price 6M:   8.789
Avg. volume 6M:   0.000
Avg. price 1Y:   6.677
Avg. volume 1Y:   0.000
Volatility 1M:   63.76%
Volatility 6M:   67.77%
Volatility 1Y:   73.85%
Volatility 3Y:   -