DZ Bank Call 115 BEI 19.12.2025
/ DE000DJ20SL7
DZ Bank Call 115 BEI 19.12.2025/ DE000DJ20SL7 /
11/10/2024 21:34:45 |
Chg.+0.070 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
2.590EUR |
+2.78% |
2.590 Bid Size: 4,000 |
2.630 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: |
5.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.41 |
Intrinsic value: |
1.86 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
1.86 |
Time value: |
0.77 |
Break-even: |
141.30 |
Moneyness: |
1.16 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
1.54% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
4.18 |
Rho: |
0.99 |
Quote data
Open: |
2.530 |
High: |
2.600 |
Low: |
2.500 |
Previous Close: |
2.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.19% |
1 Month |
|
|
+28.86% |
3 Months |
|
|
-17.25% |
YTD |
|
|
-16.99% |
1 Year |
|
|
+10.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.590 |
2.370 |
1M High / 1M Low: |
2.710 |
1.800 |
6M High / 6M Low: |
4.060 |
1.800 |
High (YTD): |
10/05/2024 |
4.060 |
Low (YTD): |
18/09/2024 |
1.800 |
52W High: |
10/05/2024 |
4.060 |
52W Low: |
18/09/2024 |
1.800 |
Avg. price 1W: |
|
2.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.944 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.893 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
102.14% |
Volatility 6M: |
|
65.73% |
Volatility 1Y: |
|
63.60% |
Volatility 3Y: |
|
- |