DZ Bank Call 130 BEI 19.12.2025
/ DE000DJ20SR4
DZ Bank Call 130 BEI 19.12.2025/ DE000DJ20SR4 /
| 2024-05-17 7:34:47 PM |
Chg.+0.090 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.680EUR |
+3.47% |
2.680
Bid Size: 16,000 |
2.760
Ask Size: 16,000 |
BEIERSDORF AG O.N. |
130.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
DJ20SR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
1.40 |
| Time value: |
1.27 |
| Break-even: |
156.70 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
3.09% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
4.22 |
| Rho: |
1.37 |
Quote data
| Open: |
2.590 |
| High: |
2.690 |
| Low: |
2.590 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.94% |
| 1 Month |
|
|
+45.65% |
| 3 Months |
|
|
+25.23% |
| YTD |
|
|
+26.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.590 |
| 1M High / 1M Low: |
2.880 |
1.840 |
| 6M High / 6M Low: |
2.880 |
1.480 |
| High (YTD): |
2024-05-10 |
2.880 |
| Low (YTD): |
2024-04-09 |
1.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.045 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.14% |
| Volatility 6M: |
|
74.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
