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DZ Bank Call 125 BEI 20.06.2025/  DE000DJ4GU04  /

Frankfurt Zert./DZB
2024-10-11  9:35:18 PM Chg.+0.060 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
1.520EUR +4.11% 1.520
Bid Size: 4,000		 1.560
Ask Size: 4,000		 BEIERSDORF AG O.N. 125.00 EUR 2025-06-20 Call
 

Master data

WKN: DJ4GU0
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.56
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 0.86
Implied volatility: 0.21
Historic volatility: 0.15
Parity: 0.86
Time value: 0.70
Break-even: 140.60
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 2.63%
Delta: 0.73
Theta: -0.02
Omega: 6.22
Rho: 0.56
 

Quote data

Open: 1.460
High: 1.520
Low: 1.440
Previous Close: 1.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.11%
1 Month  
+43.40%
3 Months
  -26.21%
YTD
  -27.96%
1 Year  
+4.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 1.320
1M High / 1M Low: 1.650 0.880
6M High / 6M Low: 2.970 0.880
High (YTD): 2024-05-10 2.970
Low (YTD): 2024-09-18 0.880
52W High: 2024-05-10 2.970
52W Low: 2024-09-18 0.880
Avg. price 1W:   1.434
Avg. volume 1W:   0.000
Avg. price 1M:   1.320
Avg. volume 1M:   0.000
Avg. price 6M:   1.909
Avg. volume 6M:   0.000
Avg. price 1Y:   1.892
Avg. volume 1Y:   0.000
Volatility 1M:   165.20%
Volatility 6M:   98.48%
Volatility 1Y:   90.01%
Volatility 3Y:   -