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DZ Bank Call 120 BEI 19.12.2025/  DE000DJ20SM5  /

Frankfurt Zert./DZB
2024-10-11  9:35:07 PM Chg.+0.070 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.190EUR +3.30% 2.190
Bid Size: 4,000		 2.230
Ask Size: 4,000		 BEIERSDORF AG O.N. 120.00 EUR 2025-12-19 Call
 

Master data

WKN: DJ20SM
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2025-12-19
Issue date: 2023-10-09
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.99
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 1.36
Implied volatility: 0.20
Historic volatility: 0.15
Parity: 1.36
Time value: 0.87
Break-even: 142.30
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 1.83%
Delta: 0.78
Theta: -0.02
Omega: 4.67
Rho: 0.97
 

Quote data

Open: 2.120
High: 2.200
Low: 2.120
Previous Close: 2.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.30%
1 Month  
+31.14%
3 Months
  -20.07%
YTD
  -20.65%
1 Year  
+7.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.190 2.000
1M High / 1M Low: 2.320 1.460
6M High / 6M Low: 3.650 1.460
High (YTD): 2024-05-10 3.650
Low (YTD): 2024-09-18 1.460
52W High: 2024-05-10 3.650
52W Low: 2024-09-18 1.460
Avg. price 1W:   2.106
Avg. volume 1W:   0.000
Avg. price 1M:   1.963
Avg. volume 1M:   0.000
Avg. price 6M:   2.564
Avg. volume 6M:   4.715
Avg. price 1Y:   2.530
Avg. volume 1Y:   2.395
Volatility 1M:   117.82%
Volatility 6M:   72.94%
Volatility 1Y:   69.73%
Volatility 3Y:   -