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DZ Bank Call 110 BEI 19.12.2025/  DE000DJ20SK9  /

Frankfurt Zert./DZB
2024-10-11  9:34:46 PM Chg.+0.090 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.990EUR +3.10% 2.990
Bid Size: 4,000		 3.030
Ask Size: 4,000		 BEIERSDORF AG O.N. 110.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ20SK
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 2025-12-19
Issue date: 2023-10-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 2.36
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 2.36
Time value: 0.67
Break-even: 140.30
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.34%
Delta: 0.86
Theta: -0.02
Omega: 3.80
Rho: 1.01
 

Quote data

Open: 2.910
High: 2.990
Low: 2.900
Previous Close: 2.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.75%
1 Month  
+25.10%
3 Months
  -15.77%
YTD
  -14.57%
1 Year  
+11.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.990 2.760
1M High / 1M Low: 3.120 2.160
6M High / 6M Low: 4.480 2.160
High (YTD): 2024-05-10 4.480
Low (YTD): 2024-09-18 2.160
52W High: 2024-05-10 4.480
52W Low: 2024-09-18 2.160
Avg. price 1W:   2.890
Avg. volume 1W:   0.000
Avg. price 1M:   2.729
Avg. volume 1M:   0.000
Avg. price 6M:   3.343
Avg. volume 6M:   0.000
Avg. price 1Y:   3.277
Avg. volume 1Y:   0.000
Volatility 1M:   91.20%
Volatility 6M:   59.67%
Volatility 1Y:   58.17%
Volatility 3Y:   -