DZ Bank Call 127.5 BEI 20.06.2025
/ DE000DJ4GU12
DZ Bank Call 127.5 BEI 20.06.2025/ DE000DJ4GU12 /
| 07/06/2024 08:22:40 |
Chg.-0.12 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
-4.90% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
127.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ4GU1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
28/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
1.76 |
| Time value: |
0.83 |
| Break-even: |
153.30 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.57% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
4.58 |
| Rho: |
0.95 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.28% |
| 1 Month |
|
|
-7.54% |
| 3 Months |
|
|
+43.83% |
| YTD |
|
|
+23.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.33 |
| 1M High / 1M Low: |
2.74 |
2.33 |
| 6M High / 6M Low: |
2.74 |
1.38 |
| High (YTD): |
13/05/2024 |
2.74 |
| Low (YTD): |
09/04/2024 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.45% |
| Volatility 6M: |
|
82.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
