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DZ Bank Call 120 BEI 20.06.2025/  DE000DJ4GUZ9  /

Frankfurt Zert./DZB
11/15/2024  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 6/20/2025 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: 6/20/2025
Issue date: 7/28/2023
Last trading day: 6/19/2025
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): 5/10/2024 3.390
Low (YTD): 11/14/2024 0.980
52W High: 5/10/2024 3.390
52W Low: 11/14/2024 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:   -