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DZ Bank Call 122.5 BEI 20.12.2024/  DE000DJ4BF99  /

Frankfurt Zert./DZB
9/9/2024  9:34:53 PM Chg.+0.020 Bid8:31:53 AM Ask8:31:53 AM Underlying Strike price Expiration date Option type
0.950EUR +2.15% 0.940
Bid Size: 16,000		 0.980
Ask Size: 16,000		 BEIERSDORF AG O.N. 122.50 EUR 12/20/2024 Call
 

Master data

WKN: DJ4BF9
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 122.50 EUR
Maturity: 12/20/2024
Issue date: 7/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.18
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.54
Implied volatility: 0.22
Historic volatility: 0.14
Parity: 0.54
Time value: 0.44
Break-even: 132.20
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.69
Theta: -0.03
Omega: 9.14
Rho: 0.22
 

Quote data

Open: 0.900
High: 0.970
Low: 0.890
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+1.06%
3 Months
  -63.46%
YTD
  -53.43%
1 Year
  -25.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.930
1M High / 1M Low: 1.210 0.760
6M High / 6M Low: 2.900 0.760
High (YTD): 5/10/2024 2.900
Low (YTD): 8/16/2024 0.760
52W High: 5/10/2024 2.900
52W Low: 8/16/2024 0.760
Avg. price 1W:   1.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.953
Avg. volume 1M:   0.000
Avg. price 6M:   1.876
Avg. volume 6M:   0.000
Avg. price 1Y:   1.794
Avg. volume 1Y:   0.000
Volatility 1M:   120.57%
Volatility 6M:   94.31%
Volatility 1Y:   92.82%
Volatility 3Y:   -