DZ Bank Call 390 MUV2 21.03.2025
/ DE000DJ74VY1
DZ Bank Call 390 MUV2 21.03.2025/ DE000DJ74VY1 /
| 12/13/2024 12:41:47 PM |
Chg.+2.560 |
Bid9:58:19 PM |
Ask12/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.030EUR |
+24.45% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
390.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DJ74VY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
1/3/2024 |
| Last trading day: |
12/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.62 |
| Intrinsic value: |
11.40 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.20 |
| Parity: |
11.40 |
| Time value: |
1.62 |
| Break-even: |
520.20 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
-0.14 |
| Spread %: |
-1.06% |
| Delta: |
0.85 |
| Theta: |
-0.28 |
| Omega: |
3.28 |
| Rho: |
0.58 |
Quote data
| Open: |
11.340 |
| High: |
13.270 |
| Low: |
11.340 |
| Previous Close: |
10.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.87% |
| 3 Months |
|
|
+32.42% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+335.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
13.030 |
10.470 |
| 6M High / 6M Low: |
13.030 |
6.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
12/13/2024 |
13.030 |
| 52W Low: |
1/11/2024 |
2.960 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
11.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.765 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
8.023 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
237.71% |
| Volatility 6M: |
|
91.80% |
| Volatility 1Y: |
|
99.21% |
| Volatility 3Y: |
|
- |