DZ Bank Call 120 BEI 20.06.2025
/ DE000DJ4GUZ9
DZ Bank Call 120 BEI 20.06.2025/ DE000DJ4GUZ9 /
2024-11-15 9:34:33 PM |
Chg.+0.070 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.050EUR |
+7.14% |
1.060 Bid Size: 4,000 |
1.100 Ask Size: 4,000 |
BEIERSDORF AG O.N. |
120.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ4GUZ |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-28 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.20 |
Historic volatility: |
0.15 |
Parity: |
0.43 |
Time value: |
0.67 |
Break-even: |
131.00 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
3.77% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
7.52 |
Rho: |
0.42 |
Quote data
Open: |
0.970 |
High: |
1.050 |
Low: |
0.970 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.87% |
1 Month |
|
|
-38.24% |
3 Months |
|
|
-18.60% |
YTD |
|
|
-57.32% |
1 Year |
|
|
-42.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.980 |
1M High / 1M Low: |
1.720 |
0.980 |
6M High / 6M Low: |
3.300 |
0.980 |
High (YTD): |
2024-05-10 |
3.390 |
Low (YTD): |
2024-11-14 |
0.980 |
52W High: |
2024-05-10 |
3.390 |
52W Low: |
2024-11-14 |
0.980 |
Avg. price 1W: |
|
1.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.278 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.014 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.202 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
142.70% |
Volatility 6M: |
|
101.06% |
Volatility 1Y: |
|
88.21% |
Volatility 3Y: |
|
- |