DZ Bank Call 460 MUV2 20.09.2024
/ DE000DJ40A32
DZ Bank Call 460 MUV2 20.09.2024/ DE000DJ40A32 /
| 9/10/2024 8:17:55 AM |
Chg.-0.30 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
-11.32% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
460.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ40A3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/21/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
2.23 |
| Time value: |
0.49 |
| Break-even: |
487.20 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.20 |
| Spread %: |
7.94% |
| Delta: |
0.77 |
| Theta: |
-0.53 |
| Omega: |
13.70 |
| Rho: |
0.09 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.35 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.08% |
| 1 Month |
|
|
+446.51% |
| 3 Months |
|
|
+5.38% |
| YTD |
|
|
+710.34% |
| 1 Year |
|
|
+518.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.64 |
2.14 |
| 1M High / 1M Low: |
3.64 |
0.41 |
| 6M High / 6M Low: |
3.64 |
0.40 |
| High (YTD): |
9/5/2024 |
3.64 |
| Low (YTD): |
1/11/2024 |
0.25 |
| 52W High: |
9/5/2024 |
3.64 |
| 52W Low: |
1/11/2024 |
0.25 |
| Avg. price 1W: |
|
3.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.07 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
312.58% |
| Volatility 6M: |
|
308.52% |
| Volatility 1Y: |
|
253.62% |
| Volatility 3Y: |
|
- |
