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DZ Bank Put 68 MBG 21.03.2025/  DE000DJ07WL6  /

EUWAX
2024-06-04  8:14:13 AM Chg.+0.030 Bid2:25:59 PM Ask2:25:59 PM Underlying Strike price Expiration date Option type
0.550EUR +5.77% 0.580
Bid Size: 100,000		 0.590
Ask Size: 100,000		 MERCEDES-BENZ GROUP ... 68.00 - 2025-03-21 Put
 

Master data

WKN: DJ07WL
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 68.00 -
Maturity: 2025-03-21
Issue date: 2023-04-20
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -11.64
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.17
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.17
Time value: 0.40
Break-even: 62.30
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 3.64%
Delta: -0.45
Theta: -0.01
Omega: -5.21
Rho: -0.28
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.85%
1 Month  
+1.85%
3 Months  
+12.24%
YTD
  -50.45%
1 Year
  -36.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.520
1M High / 1M Low: 0.610 0.440
6M High / 6M Low: 1.320 0.420
High (YTD): 2024-01-22 1.320
Low (YTD): 2024-04-10 0.420
52W High: 2023-10-31 1.610
52W Low: 2024-04-10 0.420
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   1,047.619
Avg. price 6M:   0.753
Avg. volume 6M:   176
Avg. price 1Y:   0.882
Avg. volume 1Y:   164.706
Volatility 1M:   117.17%
Volatility 6M:   90.03%
Volatility 1Y:   79.25%
Volatility 3Y:   -