DZ Bank Call 120 BEI 19.12.2025
/ DE000DJ20SM5
DZ Bank Call 120 BEI 19.12.2025/ DE000DJ20SM5 /
| 2024-05-17 8:24:34 AM |
Chg.-0.04 |
Bid7:33:33 PM |
Ask7:33:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
-1.18% |
3.43
Bid Size: 16,000 |
3.51
Ask Size: 16,000 |
BEIERSDORF AG O.N. |
120.00 EUR |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
2.40 |
| Time value: |
1.02 |
| Break-even: |
154.20 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.08 |
| Spread %: |
2.40% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
3.61 |
| Rho: |
1.42 |
Quote data
| Open: |
3.34 |
| High: |
3.34 |
| Low: |
3.34 |
| Previous Close: |
3.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
+37.45% |
| 3 Months |
|
|
+18.44% |
| YTD |
|
|
+23.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
3.38 |
| 1M High / 1M Low: |
3.61 |
2.43 |
| 6M High / 6M Low: |
3.61 |
2.01 |
| High (YTD): |
2024-05-13 |
3.61 |
| Low (YTD): |
2024-04-09 |
2.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.11% |
| Volatility 6M: |
|
64.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
