OverviewChartNewsTraderScreen

DZ Bank Call 380 MUV2 20.06.2025/  DE000DJ4BSQ3  /

EUWAX
11/8/2024  12:39:20 PM Chg.-0.43 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
10.02EUR -4.11% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 380.00 EUR 6/20/2025 Call
 

Master data

WKN: DJ4BSQ
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 380.00 EUR
Maturity: 6/20/2025
Issue date: 7/24/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.74
Leverage: Yes

Calculated values

Fair value: 9.87
Intrinsic value: 9.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: 9.00
Time value: 0.92
Break-even: 479.20
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.09
Spread %: 0.92%
Delta: 0.94
Theta: -0.05
Omega: 4.45
Rho: 2.09
 

Quote data

Open: 10.02
High: 10.02
Low: 10.02
Previous Close: 10.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.70%
1 Month
  -18.73%
3 Months  
+32.89%
YTD  
+165.78%
1 Year  
+161.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.70 9.95
1M High / 1M Low: 13.82 9.95
6M High / 6M Low: 13.82 7.17
High (YTD): 10/16/2024 13.82
Low (YTD): 1/11/2024 3.63
52W High: 10/16/2024 13.82
52W Low: 1/11/2024 3.63
Avg. price 1W:   10.26
Avg. volume 1W:   0.00
Avg. price 1M:   11.37
Avg. volume 1M:   0.00
Avg. price 6M:   10.34
Avg. volume 6M:   0.00
Avg. price 1Y:   8.02
Avg. volume 1Y:   0.00
Volatility 1M:   66.56%
Volatility 6M:   81.53%
Volatility 1Y:   87.23%
Volatility 3Y:   -