DZ Bank Call 142.5 BEI 20.12.2024
/ DE000DJ62523
DZ Bank Call 142.5 BEI 20.12.2024/ DE000DJ62523 /
2024-06-14 4:04:48 PM |
Chg.+0.080 |
Bid4:12:11 PM |
Ask4:12:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
+7.34% |
1.180 Bid Size: 40,000 |
1.190 Ask Size: 40,000 |
BEIERSDORF AG O.N. |
142.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ6252 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-29 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.20 |
Historic volatility: |
0.14 |
Parity: |
0.28 |
Time value: |
0.84 |
Break-even: |
153.70 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
3.70% |
Delta: |
0.63 |
Theta: |
-0.03 |
Omega: |
8.20 |
Rho: |
0.42 |
Quote data
Open: |
1.090 |
High: |
1.170 |
Low: |
1.090 |
Previous Close: |
1.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.35% |
1 Month |
|
|
-1.68% |
3 Months |
|
|
+88.71% |
YTD |
|
|
+40.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
1.020 |
1M High / 1M Low: |
1.190 |
0.950 |
6M High / 6M Low: |
1.290 |
0.410 |
High (YTD): |
2024-05-10 |
1.290 |
Low (YTD): |
2024-04-10 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.824 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.69% |
Volatility 6M: |
|
139.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |