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DZ Bank Call 350 MUV2 21.03.2025/  DE000DJ0S710  /

Frankfurt Zert./DZB
2024-04-30  9:34:47 PM Chg.-0.140 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
8.240EUR -1.67% 8.210
Bid Size: 1,250		 8.300
Ask Size: 1,250		 MUENCH.RUECKVERS.VNA... 350.00 EUR 2025-03-21 Call
 

Master data

WKN: DJ0S71
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 350.00 EUR
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 7.91
Intrinsic value: 6.43
Implied volatility: 0.24
Historic volatility: 0.17
Parity: 6.43
Time value: 2.05
Break-even: 434.80
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.09
Spread %: 1.07%
Delta: 0.84
Theta: -0.06
Omega: 4.11
Rho: 2.35
 

Quote data

Open: 8.300
High: 8.530
Low: 8.160
Previous Close: 8.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.68%
1 Month
  -23.77%
3 Months  
+27.55%
YTD  
+56.95%
1 Year  
+119.15%
3 Years     -
5 Years     -
1W High / 1W Low: 9.330 8.140
1M High / 1M Low: 10.670 7.130
6M High / 6M Low: 10.970 5.170
High (YTD): 2024-03-19 10.970
Low (YTD): 2024-01-11 5.220
52W High: 2024-03-19 10.970
52W Low: 2023-07-10 3.070
Avg. price 1W:   8.598
Avg. volume 1W:   0.000
Avg. price 1M:   8.281
Avg. volume 1M:   0.000
Avg. price 6M:   7.246
Avg. volume 6M:   0.000
Avg. price 1Y:   5.805
Avg. volume 1Y:   0.000
Volatility 1M:   113.69%
Volatility 6M:   81.33%
Volatility 1Y:   76.02%
Volatility 3Y:   -