DZ Bank Call 350 MUV2 21.03.2025
/ DE000DJ0S710
DZ Bank Call 350 MUV2 21.03.2025/ DE000DJ0S710 /
21/05/2024 21:34:46 |
Chg.+0.290 |
Bid21:58:27 |
Ask21:58:27 |
Underlying |
Strike price |
Expiration date |
Option type |
12.610EUR |
+2.35% |
12.550 Bid Size: 1,250 |
12.670 Ask Size: 1,250 |
MUENCH.RUECKVERS.VNA... |
350.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
DJ0S71 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
30/03/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.98 |
Intrinsic value: |
10.82 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
10.82 |
Time value: |
1.64 |
Break-even: |
474.60 |
Moneyness: |
1.31 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.12 |
Spread %: |
0.97% |
Delta: |
0.91 |
Theta: |
-0.06 |
Omega: |
3.34 |
Rho: |
2.43 |
Quote data
Open: |
12.290 |
High: |
12.660 |
Low: |
12.280 |
Previous Close: |
12.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.89% |
1 Month |
|
|
+66.36% |
3 Months |
|
|
+58.22% |
YTD |
|
|
+140.19% |
1 Year |
|
|
+206.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.500 |
11.170 |
1M High / 1M Low: |
12.500 |
7.350 |
6M High / 6M Low: |
12.500 |
5.220 |
High (YTD): |
17/05/2024 |
12.500 |
Low (YTD): |
11/01/2024 |
5.220 |
52W High: |
17/05/2024 |
12.500 |
52W Low: |
10/07/2023 |
3.070 |
Avg. price 1W: |
|
11.832 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.730 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.798 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.170 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
118.93% |
Volatility 6M: |
|
84.64% |
Volatility 1Y: |
|
76.87% |
Volatility 3Y: |
|
- |