DZ Bank Call 540 MUV2 21.02.2025/  DE000DY1LER7  /

EUWAX
1/24/2025  8:31:45 AM Chg.+0.060 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.440EUR +15.79% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 540.00 - 2/21/2025 Call
 

Master data

WKN: DY1LER
Issuer: DZ Bank AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 540.00 -
Maturity: 2/21/2025
Issue date: 12/23/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 91.58
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -1.80
Time value: 0.57
Break-even: 545.70
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.78
Spread abs.: 0.08
Spread %: 16.33%
Delta: 0.30
Theta: -0.20
Omega: 27.75
Rho: 0.12
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+214.29%
1 Month  
+25.71%
3 Months     -
YTD  
+109.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.140
1M High / 1M Low: 0.380 0.090
6M High / 6M Low: - -
High (YTD): 1/23/2025 0.380
Low (YTD): 1/13/2025 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   663.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -