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DZ Bank Call 320 MUV2 21.03.2025/  DE000DJ0S702  /

EUWAX
14/06/2024  08:16:20 Chg.-0.30 Bid15:11:49 Ask15:11:49 Underlying Strike price Expiration date Option type
15.62EUR -1.88% 14.96
Bid Size: 25,000		 15.00
Ask Size: 25,000		 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: 15.62
High: 15.62
Low: 15.62
Previous Close: 15.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.56%
1 Month  
+11.89%
3 Months  
+24.07%
YTD  
+111.37%
1 Year  
+228.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.92 15.25
1M High / 1M Low: 15.92 13.85
6M High / 6M Low: 15.92 7.19
High (YTD): 13/06/2024 15.92
Low (YTD): 11/01/2024 7.19
52W High: 13/06/2024 15.92
52W Low: 10/07/2023 4.58
Avg. price 1W:   15.44
Avg. volume 1W:   0.00
Avg. price 1M:   15.03
Avg. volume 1M:   0.00
Avg. price 6M:   11.08
Avg. volume 6M:   0.00
Avg. price 1Y:   8.91
Avg. volume 1Y:   0.00
Volatility 1M:   42.33%
Volatility 6M:   72.78%
Volatility 1Y:   64.37%
Volatility 3Y:   -