DZ Bank Call 320 MUV2 21.03.2025
/ DE000DJ0S702
DZ Bank Call 320 MUV2 21.03.2025/ DE000DJ0S702 /
| 2024-05-03 8:14:23 AM |
Chg.-0.24 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.61EUR |
-2.21% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.16 |
| Intrinsic value: |
8.99 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
8.99 |
| Time value: |
1.63 |
| Break-even: |
426.20 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.12 |
| Spread %: |
1.14% |
| Delta: |
0.90 |
| Theta: |
-0.06 |
| Omega: |
3.46 |
| Rho: |
2.31 |
Quote data
| Open: |
10.61 |
| High: |
10.61 |
| Low: |
10.61 |
| Previous Close: |
10.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.76% |
| 1 Month |
|
|
-17.75% |
| 3 Months |
|
|
+22.80% |
| YTD |
|
|
+43.57% |
| 1 Year |
|
|
+105.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.02 |
10.61 |
| 1M High / 1M Low: |
12.90 |
9.41 |
| 6M High / 6M Low: |
13.83 |
7.11 |
| High (YTD): |
2024-03-20 |
13.83 |
| Low (YTD): |
2024-01-11 |
7.19 |
| 52W High: |
2024-03-20 |
13.83 |
| 52W Low: |
2023-07-10 |
4.58 |
| Avg. price 1W: |
|
10.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.87 |
| Avg. volume 1Y: |
|
12.50 |
| Volatility 1M: |
|
92.00% |
| Volatility 6M: |
|
66.64% |
| Volatility 1Y: |
|
64.98% |
| Volatility 3Y: |
|
- |
