DZ Bank Call 130 BEI 19.12.2025
/ DE000DJ20SR4
DZ Bank Call 130 BEI 19.12.2025/ DE000DJ20SR4 /
6/14/2024 2:35:18 PM |
Chg.+0.050 |
Bid2:42:32 PM |
Ask2:42:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.720EUR |
+1.87% |
2.720 Bid Size: 40,000 |
2.740 Ask Size: 40,000 |
BEIERSDORF AG O.N. |
130.00 EUR |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
10/9/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
1.53 |
Implied volatility: |
0.21 |
Historic volatility: |
0.14 |
Parity: |
1.53 |
Time value: |
1.22 |
Break-even: |
157.50 |
Moneyness: |
1.12 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.08 |
Spread %: |
3.00% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
4.13 |
Rho: |
1.31 |
Quote data
Open: |
2.680 |
High: |
2.730 |
Low: |
2.670 |
Previous Close: |
2.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.03% |
1 Month |
|
|
-1.09% |
3 Months |
|
|
+44.68% |
YTD |
|
|
+28.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.740 |
2.600 |
1M High / 1M Low: |
2.810 |
2.490 |
6M High / 6M Low: |
2.880 |
1.530 |
High (YTD): |
5/10/2024 |
2.880 |
Low (YTD): |
4/9/2024 |
1.530 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.654 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.651 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.176 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.50% |
Volatility 6M: |
|
70.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |