DZ Bank Call 137.5 BEI 20.12.2024
/ DE000DJ2M3Q3
DZ Bank Call 137.5 BEI 20.12.2024/ DE000DJ2M3Q3 /
| 2024-06-13 9:35:22 PM |
Chg.-0.050 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
-3.38% |
1.420
Bid Size: 4,000 |
1.460
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
137.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2M3Q |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
137.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
0.90 |
| Time value: |
0.68 |
| Break-even: |
153.30 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
5.33% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
6.73 |
| Rho: |
0.47 |
Quote data
| Open: |
1.520 |
| High: |
1.520 |
| Low: |
1.350 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.42% |
| 1 Month |
|
|
-6.54% |
| 3 Months |
|
|
+70.24% |
| YTD |
|
|
+33.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.360 |
| 1M High / 1M Low: |
1.550 |
1.270 |
| 6M High / 6M Low: |
1.640 |
0.580 |
| High (YTD): |
2024-05-10 |
1.640 |
| Low (YTD): |
2024-04-10 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.66% |
| Volatility 6M: |
|
124.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
