DZ Bank Call 300 MUV2 21.03.2025
/ DE000DJ0S7Z1
DZ Bank Call 300 MUV2 21.03.2025/ DE000DJ0S7Z1 /
2024-05-21 12:51:15 PM |
Chg.+0.19 |
Bid2:47:54 PM |
Ask2:47:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
17.12EUR |
+1.12% |
16.94 Bid Size: 25,000 |
16.98 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
300.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
DJ0S7Z |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-03-30 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
16.76 |
Intrinsic value: |
15.82 |
Implied volatility: |
0.32 |
Historic volatility: |
0.17 |
Parity: |
15.82 |
Time value: |
1.22 |
Break-even: |
470.40 |
Moneyness: |
1.53 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.12 |
Spread %: |
0.71% |
Delta: |
0.95 |
Theta: |
-0.05 |
Omega: |
2.57 |
Rho: |
2.22 |
Quote data
Open: |
16.88 |
High: |
17.12 |
Low: |
16.88 |
Previous Close: |
16.93 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.29% |
1 Month |
|
|
+53.41% |
3 Months |
|
|
+40.67% |
YTD |
|
|
+90.65% |
1 Year |
|
|
+144.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
16.93 |
15.70 |
1M High / 1M Low: |
16.93 |
11.65 |
6M High / 6M Low: |
16.93 |
8.78 |
High (YTD): |
2024-05-20 |
16.93 |
Low (YTD): |
2024-01-11 |
8.78 |
52W High: |
2024-05-20 |
16.93 |
52W Low: |
2023-06-09 |
5.78 |
Avg. price 1W: |
|
16.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
11.88 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
9.79 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
90.33% |
Volatility 6M: |
|
62.20% |
Volatility 1Y: |
|
57.31% |
Volatility 3Y: |
|
- |