DZ Bank Call 80 MBG 20.06.2025/  DE000DJ44ZP3  /

EUWAX
2024-06-17  8:22:59 AM Chg.-0.100 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.760EUR -11.63% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 80.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ44ZP
Issuer: DZ Bank AG
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 2025-06-20
Issue date: 2023-08-25
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 73.49
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -16.80
Time value: 0.86
Break-even: 80.86
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.28
Spread abs.: 0.10
Spread %: 13.16%
Delta: 0.16
Theta: 0.00
Omega: 11.45
Rho: 0.09
 

Quote data

Open: 0.760
High: 0.760
Low: 0.760
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.30%
1 Month
  -50.33%
3 Months
  -61.42%
YTD  
+16.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.760
1M High / 1M Low: 1.700 0.760
6M High / 6M Low: 2.640 0.380
High (YTD): 2024-04-09 2.640
Low (YTD): 2024-01-19 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   1.141
Avg. volume 1M:   0.000
Avg. price 6M:   1.361
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.88%
Volatility 6M:   137.35%
Volatility 1Y:   -
Volatility 3Y:   -