DZ Bank Call 115 BEI 19.12.2025
/ DE000DJ20SL7
DZ Bank Call 115 BEI 19.12.2025/ DE000DJ20SL7 /
| 02/08/2024 21:34:55 |
Chg.-0.020 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-0.78% |
2.530
Bid Size: 4,000 |
2.570
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
115.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
DJ20SL |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
09/10/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
1.63 |
| Time value: |
0.95 |
| Break-even: |
140.70 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
1.58% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
4.12 |
| Rho: |
1.10 |
Quote data
| Open: |
2.500 |
| High: |
2.630 |
| Low: |
2.500 |
| Previous Close: |
2.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.95% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
-31.62% |
| YTD |
|
|
-18.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.900 |
2.530 |
| 1M High / 1M Low: |
3.160 |
2.530 |
| 6M High / 6M Low: |
4.060 |
2.440 |
| High (YTD): |
10/05/2024 |
4.060 |
| Low (YTD): |
09/04/2024 |
2.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.232 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.93% |
| Volatility 6M: |
|
56.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
