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DZ Bank Call 400 MUV2 21.03.2025/  DE000DJ0S736  /

EUWAX
2024-09-20  8:13:02 AM Chg.+0.39 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
9.94EUR +4.08% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 400.00 EUR 2025-03-21 Call
 

Master data

WKN: DJ0S73
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 400.00 EUR
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.82
Leverage: Yes

Calculated values

Fair value: 9.54
Intrinsic value: 8.75
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 8.75
Time value: 1.36
Break-even: 501.10
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 0.60%
Delta: 0.87
Theta: -0.09
Omega: 4.21
Rho: 1.61
 

Quote data

Open: 9.94
High: 9.94
Low: 9.94
Previous Close: 9.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.37%
1 Month  
+23.79%
3 Months  
+18.19%
YTD  
+273.68%
1 Year  
+200.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.94 9.39
1M High / 1M Low: 10.72 8.03
6M High / 6M Low: 10.72 3.75
High (YTD): 2024-09-03 10.72
Low (YTD): 2024-01-11 2.50
52W High: 2024-09-03 10.72
52W Low: 2024-01-11 2.50
Avg. price 1W:   9.68
Avg. volume 1W:   0.00
Avg. price 1M:   9.67
Avg. volume 1M:   0.00
Avg. price 6M:   7.34
Avg. volume 6M:   0.00
Avg. price 1Y:   5.51
Avg. volume 1Y:   0.00
Volatility 1M:   72.44%
Volatility 6M:   113.24%
Volatility 1Y:   105.40%
Volatility 3Y:   -