OverviewChartNewsTraderScreen

DZ Bank Call 320 MUV2 21.03.2025/  DE000DJ0S702  /

Frankfurt Zert./DZB
14/06/2024  21:34:56 Chg.-0.570 Bid21:59:08 Ask21:59:08 Underlying Strike price Expiration date Option type
15.000EUR -3.66% 15.010
Bid Size: 1,250		 15.130
Ask Size: 1,250		 MUENCH.RUECKVERS.VNA... 320.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 30/03/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 15.03
Intrinsic value: 14.14
Implied volatility: 0.37
Historic volatility: 0.17
Parity: 14.14
Time value: 1.56
Break-even: 477.00
Moneyness: 1.44
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.12
Spread %: 0.77%
Delta: 0.91
Theta: -0.07
Omega: 2.69
Rho: 2.03
 

Quote data

Open: 15.620
High: 15.620
Low: 14.650
Previous Close: 15.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.41%
1 Month  
+7.53%
3 Months  
+19.24%
YTD  
+105.20%
1 Year  
+216.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.920 15.290
1M High / 1M Low: 15.920 13.850
6M High / 6M Low: 15.920 7.300
High (YTD): 12/06/2024 15.920
Low (YTD): 11/01/2024 7.300
52W High: 12/06/2024 15.920
52W Low: 10/07/2023 4.590
Avg. price 1W:   15.508
Avg. volume 1W:   0.000
Avg. price 1M:   15.078
Avg. volume 1M:   0.000
Avg. price 6M:   11.104
Avg. volume 6M:   0.000
Avg. price 1Y:   8.919
Avg. volume 1Y:   0.000
Volatility 1M:   47.94%
Volatility 6M:   64.64%
Volatility 1Y:   63.15%
Volatility 3Y:   -