DZ Bank Call 127.5 BEI 19.12.2025
/ DE000DJ20SQ6
DZ Bank Call 127.5 BEI 19.12.2025/ DE000DJ20SQ6 /
2024-05-17 5:04:39 PM |
Chg.+0.090 |
Bid5:35:04 PM |
Ask5:35:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.860EUR |
+3.25% |
2.860 Bid Size: 16,000 |
2.940 Ask Size: 16,000 |
BEIERSDORF AG O.N. |
127.50 EUR |
2025-12-19 |
Call |
Master data
WKN: |
DJ20SQ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
127.50 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2023-10-09 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.61 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
1.65 |
Time value: |
1.20 |
Break-even: |
156.00 |
Moneyness: |
1.13 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.08 |
Spread %: |
2.89% |
Delta: |
0.80 |
Theta: |
-0.02 |
Omega: |
4.06 |
Rho: |
1.39 |
Quote data
Open: |
2.770 |
High: |
2.880 |
Low: |
2.770 |
Previous Close: |
2.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.54% |
1 Month |
|
|
+43.72% |
3 Months |
|
|
+24.89% |
YTD |
|
|
+26.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
2.770 |
1M High / 1M Low: |
3.060 |
1.990 |
6M High / 6M Low: |
3.060 |
1.610 |
High (YTD): |
2024-05-10 |
3.060 |
Low (YTD): |
2024-04-09 |
1.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.922 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.600 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.198 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.19% |
Volatility 6M: |
|
71.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |