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DZ Bank Call 130 BEI 21.03.2025/  DE000DJ0SZP2  /

Frankfurt Zert./DZB
2024-06-06  9:35:10 PM Chg.-0.080 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.010EUR -3.83% -
Bid Size: -		 -
Ask Size: -		 BEIERSDORF AG O.N. 130.00 - 2025-03-21 Call
 

Master data

WKN: DJ0SZP
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-03-21
Issue date: 2023-03-30
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.49
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.40
Implied volatility: 0.23
Historic volatility: 0.14
Parity: 1.40
Time value: 0.82
Break-even: 152.20
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.12
Spread %: 5.71%
Delta: 0.77
Theta: -0.02
Omega: 4.99
Rho: 0.70
 

Quote data

Open: 2.070
High: 2.180
Low: 1.980
Previous Close: 2.090
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -6.07%
1 Month
  -6.07%
3 Months  
+55.81%
YTD  
+21.08%
1 Year  
+82.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.140 2.010
1M High / 1M Low: 2.380 2.010
6M High / 6M Low: 2.380 1.060
High (YTD): 2024-05-10 2.380
Low (YTD): 2024-04-09 1.060
52W High: 2024-05-10 2.380
52W Low: 2023-07-20 0.790
Avg. price 1W:   2.082
Avg. volume 1W:   0.000
Avg. price 1M:   2.180
Avg. volume 1M:   0.000
Avg. price 6M:   1.677
Avg. volume 6M:   0.000
Avg. price 1Y:   1.360
Avg. volume 1Y:   0.000
Volatility 1M:   57.97%
Volatility 6M:   96.08%
Volatility 1Y:   95.50%
Volatility 3Y:   -