DZ Bank Call 130 BEI 21.03.2025
/ DE000DJ0SZP2
DZ Bank Call 130 BEI 21.03.2025/ DE000DJ0SZP2 /
| 2024-06-07 8:15:48 AM |
Chg.-0.10 |
Bid3:56:06 PM |
Ask3:56:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
-4.81% |
2.17
Bid Size: 40,000 |
2.20
Ask Size: 40,000 |
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: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
1.30 |
| Time value: |
0.84 |
| Break-even: |
151.30 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
5.97% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
5.10 |
| Rho: |
0.69 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
-5.71% |
| 3 Months |
|
|
+67.80% |
| YTD |
|
|
+22.22% |
| 1 Year |
|
|
+80.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
2.08 |
| 1M High / 1M Low: |
2.35 |
2.02 |
| 6M High / 6M Low: |
2.35 |
1.06 |
| High (YTD): |
2024-05-13 |
2.35 |
| Low (YTD): |
2024-04-09 |
1.06 |
| 52W High: |
2024-05-13 |
2.35 |
| 52W Low: |
2023-07-20 |
0.80 |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.36 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
64.40% |
| Volatility 6M: |
|
99.42% |
| Volatility 1Y: |
|
96.31% |
| Volatility 3Y: |
|
- |
