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DZ Bank Call 60 MBG 21.03.2025/  DE000DJ03K84  /

Frankfurt Zert./DZB
2024-05-31  8:34:50 AM Chg.-0.020 Bid8:44:25 AM Ask8:44:25 AM Underlying Strike price Expiration date Option type
1.050EUR -1.87% 1.070
Bid Size: 20,000		 1.090
Ask Size: 20,000		 MERCEDES-BENZ GROUP ... 60.00 - 2025-03-21 Call
 

Master data

WKN: DJ03K8
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-03-21
Issue date: 2023-04-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.18
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.55
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.55
Time value: 0.51
Break-even: 70.60
Moneyness: 1.09
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.92%
Delta: 0.72
Theta: -0.01
Omega: 4.45
Rho: 0.30
 

Quote data

Open: 1.050
High: 1.050
Low: 1.050
Previous Close: 1.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -11.76%
3 Months
  -29.53%
YTD  
+47.89%
1 Year
  -36.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 1.050
1M High / 1M Low: 1.430 1.020
6M High / 6M Low: 1.740 0.480
High (YTD): 2024-04-08 1.740
Low (YTD): 2024-01-22 0.480
52W High: 2023-06-16 2.100
52W Low: 2023-10-31 0.440
Avg. price 1W:   1.082
Avg. volume 1W:   0.000
Avg. price 1M:   1.212
Avg. volume 1M:   0.000
Avg. price 6M:   1.086
Avg. volume 6M:   0.000
Avg. price 1Y:   1.180
Avg. volume 1Y:   0.000
Volatility 1M:   78.51%
Volatility 6M:   96.89%
Volatility 1Y:   89.73%
Volatility 3Y:   -