DZ Bank Call 132.5 BEI 20.06.2025/  DE000DJ4VEB3  /

Frankfurt Zert./DZB
2024-11-15  9:34:52 PM Chg.+0.050 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.450EUR +12.50% 0.450
Bid Size: 4,000
0.490
Ask Size: 4,000
BEIERSDORF AG O.N. 132.50 EUR 2025-06-20 Call
 

Master data

WKN: DJ4VEB
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 132.50 EUR
Maturity: 2025-06-20
Issue date: 2023-08-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.37
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.82
Time value: 0.49
Break-even: 137.40
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.04
Spread %: 8.89%
Delta: 0.41
Theta: -0.02
Omega: 10.30
Rho: 0.27
 

Quote data

Open: 0.390
High: 0.450
Low: 0.390
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.27%
1 Month
  -50.00%
3 Months
  -30.77%
YTD
  -72.39%
1 Year
  -60.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.400
1M High / 1M Low: 0.900 0.400
6M High / 6M Low: 2.300 0.400
High (YTD): 2024-05-10 2.390
Low (YTD): 2024-11-14 0.400
52W High: 2024-05-10 2.390
52W Low: 2024-11-14 0.400
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.594
Avg. volume 1M:   0.000
Avg. price 6M:   1.191
Avg. volume 6M:   0.000
Avg. price 1Y:   1.377
Avg. volume 1Y:   0.000
Volatility 1M:   196.32%
Volatility 6M:   138.59%
Volatility 1Y:   117.92%
Volatility 3Y:   -