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DZ Bank Call 380 MUV2 20.12.2024/  DE000DJ4BKD8  /

Frankfurt Zert./DZB
10/14/2024  1:08:21 PM Chg.+0.330 Bid9:58:08 PM Ask10/14/2024 Underlying Strike price Expiration date Option type
12.600EUR +2.69% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 380.00 - 12/20/2024 Call
 

Master data

WKN: DJ4BKD
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 380.00 -
Maturity: 12/20/2024
Issue date: 7/21/2023
Last trading day: 10/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 9.13
Intrinsic value: 9.00
Implied volatility: 1.29
Historic volatility: 0.19
Parity: 9.00
Time value: 3.72
Break-even: 507.20
Moneyness: 1.24
Premium: 0.08
Premium p.a.: 0.97
Spread abs.: -0.05
Spread %: -0.39%
Delta: 0.76
Theta: -0.79
Omega: 2.82
Rho: 0.26
 

Quote data

Open: 12.250
High: 12.700
Low: 12.250
Previous Close: 12.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+7.14%
3 Months  
+85.02%
YTD  
+322.82%
1 Year  
+314.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 12.600 11.760
6M High / 6M Low: 12.600 6.380
High (YTD): 10/14/2024 12.600
Low (YTD): 1/11/2024 2.940
52W High: 10/14/2024 12.600
52W Low: 11/15/2023 2.900
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   12.210
Avg. volume 1M:   0.000
Avg. price 6M:   9.528
Avg. volume 6M:   0.000
Avg. price 1Y:   7.044
Avg. volume 1Y:   0.000
Volatility 1M:   18.42%
Volatility 6M:   84.57%
Volatility 1Y:   101.82%
Volatility 3Y:   -