DZ Bank Call 130 BEI 19.12.2025
/ DE000DJ20SR4
DZ Bank Call 130 BEI 19.12.2025/ DE000DJ20SR4 /
| 2024-05-21 9:35:28 AM |
Chg.+0.040 |
Bid9:42:12 AM |
Ask9:42:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
+1.48% |
2.740
Bid Size: 40,000 |
2.760
Ask Size: 40,000 |
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: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
1.47 |
| Time value: |
1.29 |
| Break-even: |
157.60 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
2.99% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
4.10 |
| Rho: |
1.36 |
Quote data
| Open: |
2.680 |
| High: |
2.740 |
| Low: |
2.680 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.36% |
| 1 Month |
|
|
+37.69% |
| 3 Months |
|
|
+19.13% |
| YTD |
|
|
+29.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.750 |
2.590 |
| 1M High / 1M Low: |
2.880 |
2.050 |
| 6M High / 6M Low: |
2.880 |
1.530 |
| High (YTD): |
2024-05-10 |
2.880 |
| Low (YTD): |
2024-04-09 |
1.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.064 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.96% |
| Volatility 6M: |
|
73.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
