DZ Bank Call 127.5 BEI 20.12.2024
/ DE000DJ4GUX4
DZ Bank Call 127.5 BEI 20.12.2024/ DE000DJ4GUX4 /
| 2024-06-06 9:35:07 PM |
Chg.-0.100 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
-4.65% |
2.050
Bid Size: 4,000 |
2.090
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
127.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4GUX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
1.65 |
| Time value: |
0.55 |
| Break-even: |
149.50 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.85% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
5.29 |
| Rho: |
0.51 |
Quote data
| Open: |
2.130 |
| High: |
2.210 |
| Low: |
1.980 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.49% |
| 1 Month |
|
|
-6.39% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+22.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
2.040 |
| 1M High / 1M Low: |
2.460 |
2.040 |
| 6M High / 6M Low: |
2.460 |
1.050 |
| High (YTD): |
2024-05-10 |
2.460 |
| Low (YTD): |
2024-04-09 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.703 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.42% |
| Volatility 6M: |
|
100.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
