DZ Bank Call 300 MUV2 21.03.2025
/ DE000DJ0S7Z1
DZ Bank Call 300 MUV2 21.03.2025/ DE000DJ0S7Z1 /
| 2024-04-30 8:14:35 AM |
Chg.-0.07 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.76EUR |
-0.55% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
300.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S7Z |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.47 |
| Intrinsic value: |
11.43 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
11.43 |
| Time value: |
1.44 |
| Break-even: |
428.70 |
| Moneyness: |
1.38 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.12 |
| Spread %: |
0.94% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
2.98 |
| Rho: |
2.27 |
Quote data
| Open: |
12.76 |
| High: |
12.76 |
| Low: |
12.76 |
| Previous Close: |
12.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.74% |
| 1 Month |
|
|
-16.66% |
| 3 Months |
|
|
+24.73% |
| YTD |
|
|
+42.09% |
| 1 Year |
|
|
+103.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
13.83 |
12.34 |
| 1M High / 1M Low: |
15.36 |
11.16 |
| 6M High / 6M Low: |
15.72 |
8.69 |
| High (YTD): |
2024-03-20 |
15.72 |
| Low (YTD): |
2024-01-11 |
8.78 |
| 52W High: |
2024-03-20 |
15.72 |
| 52W Low: |
2023-06-09 |
5.78 |
| Avg. price 1W: |
|
12.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.35 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.29% |
| Volatility 6M: |
|
58.58% |
| Volatility 1Y: |
|
56.80% |
| Volatility 3Y: |
|
- |
