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DZ Bank Call 60 MBG 21.03.2025/  DE000DJ03K84  /

Frankfurt Zert./DZB
2024-05-15  9:35:01 PM Chg.-0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
1.340EUR -2.90% 1.340
Bid Size: 10,000		 1.360
Ask Size: 10,000		 MERCEDES-BENZ GROUP ... 60.00 - 2025-03-21 Call
 

Master data

WKN: DJ03K8
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-03-21
Issue date: 2023-04-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.37
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.93
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.93
Time value: 0.36
Break-even: 72.90
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.57%
Delta: 0.82
Theta: -0.01
Omega: 4.41
Rho: 0.37
 

Quote data

Open: 1.360
High: 1.430
Low: 1.330
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.52%
1 Month
  -20.71%
3 Months  
+39.58%
YTD  
+88.73%
1 Year
  -11.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 1.270
1M High / 1M Low: 1.690 1.190
6M High / 6M Low: 1.740 0.470
High (YTD): 2024-04-08 1.740
Low (YTD): 2024-01-22 0.480
52W High: 2023-06-16 2.100
52W Low: 2023-10-31 0.440
Avg. price 1W:   1.310
Avg. volume 1W:   0.000
Avg. price 1M:   1.420
Avg. volume 1M:   0.000
Avg. price 6M:   1.030
Avg. volume 6M:   0.000
Avg. price 1Y:   1.205
Avg. volume 1Y:   0.000
Volatility 1M:   108.47%
Volatility 6M:   100.04%
Volatility 1Y:   89.26%
Volatility 3Y:   -