DZ Bank Call 127.5 BEI 19.12.2025
/ DE000DJ20SQ6
DZ Bank Call 127.5 BEI 19.12.2025/ DE000DJ20SQ6 /
| 2024-05-17 8:24:34 AM |
Chg.-0.04 |
Bid5:35:05 PM |
Ask5:35:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.77EUR |
-1.42% |
2.86
Bid Size: 16,000 |
2.94
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: |
2.77 |
| High: |
2.77 |
| Low: |
2.77 |
| Previous Close: |
2.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.10% |
| 1 Month |
|
|
+42.05% |
| 3 Months |
|
|
+19.91% |
| YTD |
|
|
+25.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.81 |
| 1M High / 1M Low: |
3.03 |
1.95 |
| 6M High / 6M Low: |
3.03 |
1.60 |
| High (YTD): |
2024-05-13 |
3.03 |
| Low (YTD): |
2024-04-09 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.34% |
| Volatility 6M: |
|
72.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
