DZ Bank Call 115 BEI 19.12.2025
/ DE000DJ20SL7
DZ Bank Call 115 BEI 19.12.2025/ DE000DJ20SL7 /
| 13/06/2024 15:04:28 |
Chg.-0.130 |
Bid15:15:42 |
Ask15:15:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.800EUR |
-3.31% |
3.810
Bid Size: 40,000 |
3.830
Ask Size: 40,000 |
BEIERSDORF AG O.N. |
115.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ20SL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
09/10/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.80 |
| Intrinsic value: |
3.15 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
3.15 |
| Time value: |
0.88 |
| Break-even: |
155.30 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
2.03% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
3.21 |
| Rho: |
1.35 |
Quote data
| Open: |
3.950 |
| High: |
3.950 |
| Low: |
3.760 |
| Previous Close: |
3.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.68% |
| 1 Month |
|
|
-5.47% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
+21.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.930 |
3.630 |
| 1M High / 1M Low: |
4.020 |
3.630 |
| 6M High / 6M Low: |
4.060 |
2.440 |
| High (YTD): |
10/05/2024 |
4.060 |
| Low (YTD): |
09/04/2024 |
2.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.221 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.98% |
| Volatility 6M: |
|
58.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
