DZ Bank Call 320 MUV2 21.03.2025
/ DE000DJ0S702
DZ Bank Call 320 MUV2 21.03.2025/ DE000DJ0S702 /
2024-05-21 4:04:59 PM |
Chg.+0.150 |
Bid4:31:39 PM |
Ask4:31:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
15.190EUR |
+1.00% |
15.280 Bid Size: 25,000 |
15.320 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
320.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
DJ0S70 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-03-30 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.83 |
Intrinsic value: |
13.82 |
Implied volatility: |
0.30 |
Historic volatility: |
0.17 |
Parity: |
13.82 |
Time value: |
1.36 |
Break-even: |
471.80 |
Moneyness: |
1.43 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.12 |
Spread %: |
0.80% |
Delta: |
0.94 |
Theta: |
-0.05 |
Omega: |
2.84 |
Rho: |
2.32 |
Quote data
Open: |
15.000 |
High: |
15.250 |
Low: |
15.000 |
Previous Close: |
15.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+8.89% |
1 Month |
|
|
+50.99% |
3 Months |
|
|
+46.34% |
YTD |
|
|
+107.80% |
1 Year |
|
|
+163.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
15.220 |
13.850 |
1M High / 1M Low: |
15.220 |
9.840 |
6M High / 6M Low: |
15.220 |
7.300 |
High (YTD): |
2024-05-17 |
15.220 |
Low (YTD): |
2024-01-11 |
7.300 |
52W High: |
2024-05-17 |
15.220 |
52W Low: |
2023-07-10 |
4.590 |
Avg. price 1W: |
|
14.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.178 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.235 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
96.79% |
Volatility 6M: |
|
69.62% |
Volatility 1Y: |
|
64.07% |
Volatility 3Y: |
|
- |