DZ Bank Call 130 BEI 19.12.2025
/ DE000DJ20SR4
DZ Bank Call 130 BEI 19.12.2025/ DE000DJ20SR4 /
| 2024-05-17 8:24:33 AM |
Chg.-0.04 |
Bid8:30:56 PM |
Ask8:30:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
-1.52% |
2.68
Bid Size: 16,000 |
2.76
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: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.16% |
| 1 Month |
|
|
+43.89% |
| 3 Months |
|
|
+20.47% |
| YTD |
|
|
+25.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.63 |
| 1M High / 1M Low: |
2.84 |
1.80 |
| 6M High / 6M Low: |
2.84 |
1.47 |
| High (YTD): |
2024-05-13 |
2.84 |
| Low (YTD): |
2024-04-09 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.35% |
| Volatility 6M: |
|
74.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
