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DZ Bank Call 320 MUV2 21.03.2025/  DE000DJ0S702  /

Frankfurt Zert./DZB
2024-04-30  9:34:47 PM Chg.-0.140 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
10.780EUR -1.28% 10.750
Bid Size: 1,250		 10.870
Ask Size: 1,250		 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: 3.75
Leverage: Yes

Calculated values

Fair value: 10.59
Intrinsic value: 9.43
Implied volatility: 0.27
Historic volatility: 0.17
Parity: 9.43
Time value: 1.62
Break-even: 430.50
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.12
Spread %: 1.10%
Delta: 0.90
Theta: -0.06
Omega: 3.38
Rho: 2.34
 

Quote data

Open: 10.830
High: 11.090
Low: 10.700
Previous Close: 10.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.56%
1 Month
  -20.09%
3 Months  
+23.91%
YTD  
+47.47%
1 Year  
+104.17%
3 Years     -
5 Years     -
1W High / 1W Low: 11.920 10.650
1M High / 1M Low: 13.350 9.540
6M High / 6M Low: 13.600 7.110
High (YTD): 2024-03-19 13.600
Low (YTD): 2024-01-11 7.300
52W High: 2024-03-19 13.600
52W Low: 2023-07-10 4.590
Avg. price 1W:   11.142
Avg. volume 1W:   0.000
Avg. price 1M:   10.799
Avg. volume 1M:   0.000
Avg. price 6M:   9.548
Avg. volume 6M:   0.000
Avg. price 1Y:   7.807
Avg. volume 1Y:   0.000
Volatility 1M:   93.70%
Volatility 6M:   67.25%
Volatility 1Y:   63.84%
Volatility 3Y:   -