DZ Bank Call 132.5 BEI 20.06.2025
/ DE000DJ4VEB3
DZ Bank Call 132.5 BEI 20.06.2025/ DE000DJ4VEB3 /
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: |
|
- |