DZ Bank Call 124.227 AIR 19.12.2025
/ DE000DJ20L58
DZ Bank Call 124.227 AIR 19.12.20.../ DE000DJ20L58 /
2024-06-05 9:34:41 PM |
Chg.+0.020 |
Bid9:58:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.060EUR |
+0.50% |
4.070 Bid Size: 5,000 |
- Ask Size: - |
AIRBUS |
124.2274 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ20L5 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AIRBUS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
124.23 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2023-10-09 |
Last trading day: |
2025-12-18 |
Ratio: |
9.94:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.72 |
Intrinsic value: |
2.85 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
2.85 |
Time value: |
1.19 |
Break-even: |
164.39 |
Moneyness: |
1.23 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.84 |
Theta: |
-0.02 |
Omega: |
3.18 |
Rho: |
1.35 |
Quote data
Open: |
4.110 |
High: |
4.150 |
Low: |
4.020 |
Previous Close: |
4.040 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.31% |
1 Month |
|
|
-3.56% |
3 Months |
|
|
-6.02% |
YTD |
|
|
+28.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.520 |
4.040 |
1M High / 1M Low: |
4.850 |
4.040 |
6M High / 6M Low: |
5.580 |
2.940 |
High (YTD): |
2024-03-27 |
5.580 |
Low (YTD): |
2024-01-03 |
2.940 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.296 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.534 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.136 |
Avg. volume 6M: |
|
2.240 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.12% |
Volatility 6M: |
|
59.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |