OverviewChartNewsTraderScreen

DZ Bank Call 295 MUV2 21.03.2025/  DE000DJ0S7Y4  /

EUWAX
2024-05-03  8:14:22 AM Chg.-0.24 Bid7:49:05 PM Ask7:49:05 PM Underlying Strike price Expiration date Option type
12.89EUR -1.83% 12.00
Bid Size: 25,000		 12.12
Ask Size: 25,000		 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: 3.18
Leverage: Yes

Calculated values

Fair value: 12.50
Intrinsic value: 11.49
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 11.49
Time value: 1.41
Break-even: 424.00
Moneyness: 1.39
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.12
Spread %: 0.94%
Delta: 0.93
Theta: -0.05
Omega: 2.94
Rho: 2.21
 

Quote data

Open: 12.89
High: 12.89
Low: 12.89
Previous Close: 13.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.78%
1 Month
  -17.58%
3 Months  
+20.02%
YTD  
+37.27%
1 Year  
+98.61%
3 Years     -
5 Years     -
1W High / 1W Low: 13.29 12.79
1M High / 1M Low: 15.64 11.61
6M High / 6M Low: 16.20 9.10
High (YTD): 2024-03-20 16.20
Low (YTD): 2024-01-11 9.18
52W High: 2024-03-20 16.20
52W Low: 2023-06-09 6.08
Avg. price 1W:   13.11
Avg. volume 1W:   0.00
Avg. price 1M:   13.05
Avg. volume 1M:   0.00
Avg. price 6M:   11.75
Avg. volume 6M:   0.00
Avg. price 1Y:   9.77
Avg. volume 1Y:   0.00
Volatility 1M:   78.88%
Volatility 6M:   55.55%
Volatility 1Y:   54.94%
Volatility 3Y:   -