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DZ Bank Call 122.5 BEI 19.12.2025/  DE000DJ20SN3  /

Frankfurt Zert./DZB
15/11/2024  21:34:50 Chg.+0.070 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
1.230EUR +6.03% 1.240
Bid Size: 4,000		 1.280
Ask Size: 4,000		 BEIERSDORF AG O.N. 122.50 EUR 19/12/2025 Call
 

Master data

WKN: DJ20SN
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 122.50 EUR
Maturity: 19/12/2025
Issue date: 09/10/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.71
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.18
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 0.18
Time value: 1.10
Break-even: 135.30
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 3.23%
Delta: 0.63
Theta: -0.02
Omega: 6.16
Rho: 0.72
 

Quote data

Open: 1.150
High: 1.230
Low: 1.150
Previous Close: 1.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month
  -33.87%
3 Months
  -14.58%
YTD
  -52.51%
1 Year
  -37.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 1.160
1M High / 1M Low: 1.870 1.160
6M High / 6M Low: 3.380 1.160
High (YTD): 10/05/2024 3.450
Low (YTD): 14/11/2024 1.160
52W High: 10/05/2024 3.450
52W Low: 14/11/2024 1.160
Avg. price 1W:   1.206
Avg. volume 1W:   0.000
Avg. price 1M:   1.456
Avg. volume 1M:   0.000
Avg. price 6M:   2.138
Avg. volume 6M:   0.000
Avg. price 1Y:   2.320
Avg. volume 1Y:   0.000
Volatility 1M:   121.25%
Volatility 6M:   87.20%
Volatility 1Y:   77.90%
Volatility 3Y:   -