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DZ Bank Call 280 MTX 20.12.2024/  DE000DJ3M246  /

EUWAX
2024-11-14  6:11:36 PM Chg.+0.21 Bid9:00:07 PM Ask9:00:07 PM Underlying Strike price Expiration date Option type
3.68EUR +6.05% 3.69
Bid Size: 5,200		 3.77
Ask Size: 5,200		 MTU AERO ENGINES NA ... 280.00 - 2024-12-20 Call
 

Master data

WKN: DJ3M24
Issuer: DZ Bank AG
Currency: EUR
Underlying: MTU AERO ENGINES NA O.N.
Type: Warrant
Option type: Call
Strike price: 280.00 -
Maturity: 2024-12-20
Issue date: 2023-06-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.76
Leverage: Yes

Calculated values

Fair value: 3.15
Intrinsic value: 3.02
Implied volatility: 0.41
Historic volatility: 0.21
Parity: 3.02
Time value: 0.52
Break-even: 315.40
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.08
Spread %: 2.31%
Delta: 0.81
Theta: -0.17
Omega: 7.12
Rho: 0.21
 

Quote data

Open: 3.53
High: 3.99
Low: 3.53
Previous Close: 3.47
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+70.37%
3 Months  
+204.13%
YTD  
+1372.00%
1 Year  
+1168.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.18 3.47
1M High / 1M Low: 4.18 2.16
6M High / 6M Low: 4.18 0.29
High (YTD): 2024-11-11 4.18
Low (YTD): 2024-01-02 0.23
52W High: 2024-11-11 4.18
52W Low: 2023-12-12 0.18
Avg. price 1W:   3.89
Avg. volume 1W:   0.00
Avg. price 1M:   3.51
Avg. volume 1M:   0.00
Avg. price 6M:   1.47
Avg. volume 6M:   0.00
Avg. price 1Y:   0.96
Avg. volume 1Y:   0.00
Volatility 1M:   210.22%
Volatility 6M:   220.18%
Volatility 1Y:   199.73%
Volatility 3Y:   -