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DZ Bank Call 120 BEI 19.12.2025/  DE000DJ20SM5  /

Frankfurt Zert./DZB
11/15/2024  9:34:50 PM Chg.+0.060 Bid9:58:21 PM Ask9:58:21 PM Underlying Strike price Expiration date Option type
1.360EUR +4.62% 1.370
Bid Size: 4,000		 1.410
Ask Size: 4,000		 BEIERSDORF AG O.N. 120.00 EUR 12/19/2025 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: 12/19/2025
Issue date: 10/9/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.82
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.43
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 0.43
Time value: 0.98
Break-even: 134.10
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 2.92%
Delta: 0.67
Theta: -0.02
Omega: 5.94
Rho: 0.76
 

Quote data

Open: 1.290
High: 1.370
Low: 1.290
Previous Close: 1.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month
  -32.00%
3 Months
  -14.47%
YTD
  -50.72%
1 Year
  -35.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.300
1M High / 1M Low: 2.020 1.300
6M High / 6M Low: 3.580 1.300
High (YTD): 5/10/2024 3.650
Low (YTD): 11/14/2024 1.300
52W High: 5/10/2024 3.650
52W Low: 11/14/2024 1.300
Avg. price 1W:   1.340
Avg. volume 1W:   0.000
Avg. price 1M:   1.597
Avg. volume 1M:   0.000
Avg. price 6M:   2.306
Avg. volume 6M:   4.644
Avg. price 1Y:   2.490
Avg. volume 1Y:   2.395
Volatility 1M:   107.87%
Volatility 6M:   81.92%
Volatility 1Y:   73.68%
Volatility 3Y:   -