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DZ Bank Call 380 MUV2 20.12.2024/  DE000DJ4BKD8  /

EUWAX
29/07/2024  08:21:45 Chg.+0.59 Bid19:03:07 Ask19:03:07 Underlying Strike price Expiration date Option type
8.68EUR +7.29% 8.28
Bid Size: 6,000		 8.36
Ask Size: 6,000		 MUENCH.RUECKVERS.VNA... 380.00 EUR 20/12/2024 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 EUR
Maturity: 20/12/2024
Issue date: 21/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.20
Leverage: Yes

Calculated values

Fair value: 8.14
Intrinsic value: 7.53
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 7.53
Time value: 1.23
Break-even: 467.60
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 0.92%
Delta: 0.86
Theta: -0.10
Omega: 4.48
Rho: 1.20
 

Quote data

Open: 8.68
High: 8.68
Low: 8.68
Previous Close: 8.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.46%
1 Month
  -13.46%
3 Months  
+54.17%
YTD  
+184.59%
1 Year  
+279.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.42 7.93
1M High / 1M Low: 9.84 7.81
6M High / 6M Low: 10.03 3.74
High (YTD): 28/06/2024 10.03
Low (YTD): 11/01/2024 2.86
52W High: 28/06/2024 10.03
52W Low: 03/08/2023 1.88
Avg. price 1W:   8.16
Avg. volume 1W:   0.00
Avg. price 1M:   8.72
Avg. volume 1M:   0.00
Avg. price 6M:   7.16
Avg. volume 6M:   0.00
Avg. price 1Y:   5.22
Avg. volume 1Y:   0.00
Volatility 1M:   105.82%
Volatility 6M:   100.63%
Volatility 1Y:   100.06%
Volatility 3Y:   -