DZ Bank Call 60 MBG 19.12.2025/  DE000DJ29J04  /

Frankfurt Zert./DZB
2024-05-15  9:35:02 PM Chg.-0.040 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.370EUR -2.84% 1.370
Bid Size: 10,000
1.410
Ask Size: 10,000
MERCEDES-BENZ GROUP ... 60.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ29J0
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-12-19
Issue date: 2023-10-17
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.78
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.93
Implied volatility: 0.19
Historic volatility: 0.20
Parity: 0.93
Time value: 0.52
Break-even: 74.50
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 2.84%
Delta: 0.84
Theta: -0.01
Omega: 4.00
Rho: 0.69
 

Quote data

Open: 1.390
High: 1.460
Low: 1.360
Previous Close: 1.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.79%
1 Month
  -20.81%
3 Months  
+33.01%
YTD  
+73.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.310
1M High / 1M Low: 1.730 1.270
6M High / 6M Low: 1.780 0.560
High (YTD): 2024-04-08 1.780
Low (YTD): 2024-01-22 0.570
52W High: - -
52W Low: - -
Avg. price 1W:   1.340
Avg. volume 1W:   0.000
Avg. price 1M:   1.462
Avg. volume 1M:   0.000
Avg. price 6M:   1.101
Avg. volume 6M:   16.129
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.04%
Volatility 6M:   86.53%
Volatility 1Y:   -
Volatility 3Y:   -