OverviewChartNewsTraderScreen

DZ Bank Call 36 MUX 20.12.2024/  DE000DJ1U4E8  /

Frankfurt Zert./DZB
2024-07-10  8:34:33 PM Chg.+0.040 Bid2024-07-10 Ask2024-07-10 Underlying Strike price Expiration date Option type
0.270EUR +17.39% 0.270
Bid Size: 5,000		 0.320
Ask Size: 5,000		 MUTARES KGAA NA O.N... 36.00 - 2024-12-20 Call
 

Master data

WKN: DJ1U4E
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUTARES KGAA NA O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-12-20
Issue date: 2023-05-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.92
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.33
Parity: -0.33
Time value: 0.30
Break-even: 39.00
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.48
Spread abs.: 0.06
Spread %: 25.00%
Delta: 0.46
Theta: -0.01
Omega: 5.03
Rho: 0.05
 

Quote data

Open: 0.240
High: 0.270
Low: 0.240
Previous Close: 0.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -47.06%
3 Months
  -63.51%
YTD
  -52.63%
1 Year  
+125.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.230
1M High / 1M Low: 0.520 0.210
6M High / 6M Low: 0.830 0.210
High (YTD): 2024-05-07 0.830
Low (YTD): 2024-06-27 0.210
52W High: 2024-05-07 0.830
52W Low: 2023-09-01 0.060
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   0.518
Avg. volume 6M:   157.480
Avg. price 1Y:   0.370
Avg. volume 1Y:   89.613
Volatility 1M:   380.37%
Volatility 6M:   192.62%
Volatility 1Y:   180.32%
Volatility 3Y:   -