DZ Bank Call 84 MBG 21.03.2025/  DE000DJ0S6X8  /

Frankfurt Zert./DZB
2024-06-11  1:34:53 PM Chg.-0.003 Bid1:53:19 PM Ask1:53:19 PM Underlying Strike price Expiration date Option type
0.073EUR -3.95% 0.073
Bid Size: 100,000
0.083
Ask Size: 100,000
MERCEDES-BENZ GROUP ... 84.00 - 2025-03-21 Call
 

Master data

WKN: DJ0S6X
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 73.62
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -1.85
Time value: 0.09
Break-even: 84.89
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 12.66%
Delta: 0.15
Theta: -0.01
Omega: 10.91
Rho: 0.07
 

Quote data

Open: 0.079
High: 0.079
Low: 0.072
Previous Close: 0.076
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.75%
1 Month
  -51.33%
3 Months
  -63.50%
YTD
  -9.88%
1 Year
  -87.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.075
1M High / 1M Low: 0.170 0.075
6M High / 6M Low: 0.310 0.042
High (YTD): 2024-04-15 0.310
Low (YTD): 2024-01-25 0.042
52W High: 2023-06-16 0.750
52W Low: 2023-11-14 0.040
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   0.224
Avg. volume 1Y:   0.000
Volatility 1M:   164.22%
Volatility 6M:   186.40%
Volatility 1Y:   162.33%
Volatility 3Y:   -