DZ Bank Call 122.5 BEI 19.12.2025
/ DE000DJ20SN3
DZ Bank Call 122.5 BEI 19.12.2025/ DE000DJ20SN3 /
| 2024-05-21 10:35:17 AM |
Chg.+0.010 |
Bid10:44:15 AM |
Ask10:42:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
+0.31% |
3.260
Bid Size: 40,000 |
-
Ask Size: - |
BEIERSDORF AG O.N. |
122.50 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ20SN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.50 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
2.29 |
| Time value: |
1.07 |
| Break-even: |
156.00 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
2.45% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.66 |
| Rho: |
1.41 |
Quote data
| Open: |
3.240 |
| High: |
3.310 |
| Low: |
3.240 |
| Previous Close: |
3.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.21% |
| 1 Month |
|
|
+31.33% |
| 3 Months |
|
|
+16.37% |
| YTD |
|
|
+26.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.310 |
3.140 |
| 1M High / 1M Low: |
3.450 |
2.550 |
| 6M High / 6M Low: |
3.450 |
1.950 |
| High (YTD): |
2024-05-10 |
3.450 |
| Low (YTD): |
2024-04-09 |
1.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.75% |
| Volatility 6M: |
|
66.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
