DZ Bank Call 122.5 BEI 19.12.2025
/ DE000DJ20SN3
DZ Bank Call 122.5 BEI 19.12.2025/ DE000DJ20SN3 /
2024-05-21 8:23:57 AM |
Chg.+0.03 |
Bid9:18:01 AM |
Ask9:18:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.24EUR |
+0.93% |
3.28 Bid Size: 40,000 |
3.30 Ask Size: 40,000 |
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: |
4.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.06 |
Intrinsic value: |
2.22 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
2.22 |
Time value: |
1.10 |
Break-even: |
155.70 |
Moneyness: |
1.18 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.08 |
Spread %: |
2.47% |
Delta: |
0.84 |
Theta: |
-0.02 |
Omega: |
3.65 |
Rho: |
1.39 |
Quote data
Open: |
3.24 |
High: |
3.24 |
Low: |
3.24 |
Previous Close: |
3.21 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.71% |
1 Month |
|
|
+34.44% |
3 Months |
|
|
+16.97% |
YTD |
|
|
+27.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.40 |
3.14 |
1M High / 1M Low: |
3.41 |
2.55 |
6M High / 6M Low: |
3.41 |
1.95 |
High (YTD): |
2024-05-13 |
3.41 |
Low (YTD): |
2024-04-09 |
1.95 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.02 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.54 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
41.05% |
Volatility 6M: |
|
65.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |