DZ Bank Call 320 MUV2 21.03.2025/  DE000DJ0S702  /

Frankfurt Zert./DZB
2024-05-21  3:05:07 PM Chg.+0.070 Bid3:17:49 PM Ask3:17:49 PM Underlying Strike price Expiration date Option type
15.110EUR +0.47% 15.120
Bid Size: 25,000
15.160
Ask Size: 25,000
MUENCH.RUECKVERS.VNA... 320.00 EUR 2025-03-21 Call
 

Master data

WKN: DJ0S70
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 320.00 EUR
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 14.83
Intrinsic value: 13.82
Implied volatility: 0.30
Historic volatility: 0.17
Parity: 13.82
Time value: 1.36
Break-even: 471.80
Moneyness: 1.43
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.12
Spread %: 0.80%
Delta: 0.94
Theta: -0.05
Omega: 2.84
Rho: 2.32
 

Quote data

Open: 15.000
High: 15.250
Low: 15.000
Previous Close: 15.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.32%
1 Month  
+50.20%
3 Months  
+45.57%
YTD  
+106.70%
1 Year  
+161.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.220 13.850
1M High / 1M Low: 15.220 9.840
6M High / 6M Low: 15.220 7.300
High (YTD): 2024-05-17 15.220
Low (YTD): 2024-01-11 7.300
52W High: 2024-05-17 15.220
52W Low: 2023-07-10 4.590
Avg. price 1W:   14.536
Avg. volume 1W:   0.000
Avg. price 1M:   12.339
Avg. volume 1M:   0.000
Avg. price 6M:   10.178
Avg. volume 6M:   0.000
Avg. price 1Y:   8.235
Avg. volume 1Y:   0.000
Volatility 1M:   96.79%
Volatility 6M:   69.62%
Volatility 1Y:   64.07%
Volatility 3Y:   -