DZ Bank Call 127.5 BEI 19.12.2025
/ DE000DJ20SQ6
DZ Bank Call 127.5 BEI 19.12.2025/ DE000DJ20SQ6 /
| 6/7/2024 8:24:18 AM |
Chg.-0.11 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
127.50 EUR |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
10/9/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
1.55 |
| Time value: |
1.20 |
| Break-even: |
154.90 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
3.01% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.11 |
| Rho: |
1.31 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
2.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.04% |
| 1 Month |
|
|
-3.65% |
| 3 Months |
|
|
+47.49% |
| YTD |
|
|
+19.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.75 |
| 1M High / 1M Low: |
3.03 |
2.73 |
| 6M High / 6M Low: |
3.03 |
1.66 |
| High (YTD): |
5/13/2024 |
3.03 |
| Low (YTD): |
4/9/2024 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.30% |
| Volatility 6M: |
|
71.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
