DZ Bank Call 115 BEI 19.12.2025
/ DE000DJ20SL7
DZ Bank Call 115 BEI 19.12.2025/ DE000DJ20SL7 /
| 07/06/2024 08:24:18 |
Chg.-0.11 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.61EUR |
-2.96% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
2.80 |
| Time value: |
0.92 |
| Break-even: |
152.10 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
2.20% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
3.36 |
| Rho: |
1.34 |
Quote data
| Open: |
3.61 |
| High: |
3.61 |
| Low: |
3.61 |
| Previous Close: |
3.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.73% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
+38.85% |
| YTD |
|
|
+17.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
3.72 |
| 1M High / 1M Low: |
4.02 |
3.71 |
| 6M High / 6M Low: |
4.02 |
2.43 |
| High (YTD): |
13/05/2024 |
4.02 |
| Low (YTD): |
09/04/2024 |
2.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.23% |
| Volatility 6M: |
|
58.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
