DZ Bank Call 120 BEI 19.12.2025
/ DE000DJ20SM5
DZ Bank Call 120 BEI 19.12.2025/ DE000DJ20SM5 /
| 07/06/2024 15:35:19 |
Chg.+0.180 |
Bid15:38:44 |
Ask15:38:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.410EUR |
+5.57% |
3.400
Bid Size: 40,000 |
3.420
Ask Size: 40,000 |
BEIERSDORF AG O.N. |
120.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ20SM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
09/10/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
2.30 |
| Time value: |
1.02 |
| Break-even: |
153.10 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
2.48% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.64 |
| Rho: |
1.34 |
Quote data
| Open: |
3.200 |
| High: |
3.420 |
| Low: |
3.200 |
| Previous Close: |
3.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.59% |
| 1 Month |
|
|
+1.19% |
| 3 Months |
|
|
+43.28% |
| YTD |
|
|
+23.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.390 |
3.230 |
| 1M High / 1M Low: |
3.650 |
3.230 |
| 6M High / 6M Low: |
3.650 |
2.110 |
| High (YTD): |
10/05/2024 |
3.650 |
| Low (YTD): |
09/04/2024 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.824 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.39% |
| Volatility 6M: |
|
63.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
