OverviewChartNewsTraderScreen

DZ Bank Call 295 MUV2 21.03.2025/  DE000DJ0S7Y4  /

EUWAX
2024-05-17  8:16:10 AM Chg.+0.71 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
16.88EUR +4.39% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 295.00 EUR 2025-03-21 Call
 

Master data

WKN: DJ0S7Y
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 295.00 EUR
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.65
Leverage: Yes

Calculated values

Fair value: 16.88
Intrinsic value: 15.94
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 15.94
Time value: 1.18
Break-even: 466.20
Moneyness: 1.54
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.12
Spread %: 0.71%
Delta: 0.96
Theta: -0.05
Omega: 2.55
Rho: 2.23
 

Quote data

Open: 16.88
High: 16.88
Low: 16.88
Previous Close: 16.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.60%
1 Month  
+43.05%
3 Months  
+34.39%
YTD  
+79.77%
1 Year  
+151.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.95 16.17
1M High / 1M Low: 16.95 11.61
6M High / 6M Low: 16.95 9.18
High (YTD): 2024-05-13 16.95
Low (YTD): 2024-01-11 9.18
52W High: 2024-05-13 16.95
52W Low: 2023-06-09 6.08
Avg. price 1W:   16.52
Avg. volume 1W:   0.00
Avg. price 1M:   14.05
Avg. volume 1M:   0.00
Avg. price 6M:   12.26
Avg. volume 6M:   0.00
Avg. price 1Y:   10.14
Avg. volume 1Y:   0.00
Volatility 1M:   88.55%
Volatility 6M:   60.51%
Volatility 1Y:   56.35%
Volatility 3Y:   -