DZ Bank Call 142.5 BEI 20.12.2024
/ DE000DJ62523
DZ Bank Call 142.5 BEI 20.12.2024/ DE000DJ62523 /
| 14/06/2024 08:07:23 |
Chg.+0.09 |
Bid11:19:25 |
Ask11:19:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
+8.91% |
1.13
Bid Size: 40,000 |
1.14
Ask Size: 40,000 |
BEIERSDORF AG O.N. |
142.50 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.02% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
+34.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.94 |
| 1M High / 1M Low: |
1.25 |
0.94 |
| 6M High / 6M Low: |
1.26 |
0.41 |
| High (YTD): |
13/05/2024 |
1.26 |
| Low (YTD): |
11/04/2024 |
0.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.34% |
| Volatility 6M: |
|
145.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
