DZ Bank Call 120 BEI 21.03.2025
/ DE000DJ0SZM9
DZ Bank Call 120 BEI 21.03.2025/ DE000DJ0SZM9 /
2024-05-20 9:34:51 PM |
Chg.+0.050 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.050EUR |
+1.67% |
3.050 Bid Size: 4,000 |
3.170 Ask Size: 4,000 |
BEIERSDORF AG O.N. |
120.00 - |
2025-03-21 |
Call |
Master data
WKN: |
DJ0SZM |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-03-30 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.88 |
Intrinsic value: |
2.47 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
2.47 |
Time value: |
0.65 |
Break-even: |
151.20 |
Moneyness: |
1.21 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.12 |
Spread %: |
4.00% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
3.97 |
Rho: |
0.77 |
Quote data
Open: |
2.990 |
High: |
3.080 |
Low: |
2.990 |
Previous Close: |
3.000 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.69% |
1 Month |
|
|
+36.77% |
3 Months |
|
|
+20.55% |
YTD |
|
|
+29.24% |
1 Year |
|
|
+32.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.200 |
2.910 |
1M High / 1M Low: |
3.220 |
2.320 |
6M High / 6M Low: |
3.220 |
1.560 |
High (YTD): |
2024-05-10 |
3.220 |
Low (YTD): |
2024-04-09 |
1.680 |
52W High: |
2024-05-10 |
3.220 |
52W Low: |
2023-07-20 |
1.190 |
Avg. price 1W: |
|
3.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.826 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.284 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.921 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
49.24% |
Volatility 6M: |
|
77.60% |
Volatility 1Y: |
|
79.68% |
Volatility 3Y: |
|
- |