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DZ Bank Call 320 MUV2 21.03.2025/  DE000DJ0S702  /

EUWAX
2024-05-21  8:15:07 AM Chg.-0.04 Bid11:23:57 AM Ask11:23:57 AM Underlying Strike price Expiration date Option type
15.02EUR -0.27% 15.11
Bid Size: 25,000		 15.15
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: 15.02
High: 15.02
Low: 15.02
Previous Close: 15.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.59%
1 Month  
+59.62%
3 Months  
+44.15%
YTD  
+103.25%
1 Year  
+160.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.06 13.85
1M High / 1M Low: 15.06 9.86
6M High / 6M Low: 15.06 7.19
High (YTD): 2024-05-20 15.06
Low (YTD): 2024-01-11 7.19
52W High: 2024-05-20 15.06
52W Low: 2023-07-10 4.58
Avg. price 1W:   14.28
Avg. volume 1W:   0.00
Avg. price 1M:   12.16
Avg. volume 1M:   0.00
Avg. price 6M:   10.16
Avg. volume 6M:   0.00
Avg. price 1Y:   8.22
Avg. volume 1Y:   0.00
Volatility 1M:   102.59%
Volatility 6M:   71.94%
Volatility 1Y:   65.71%
Volatility 3Y:   -