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DZ Bank Call 120 BEI 21.03.2025/  DE000DJ0SZM9  /

Frankfurt Zert./DZB
2024-05-21  9:34:40 AM Chg.+0.070 Bid9:59:05 AM Ask9:59:05 AM Underlying Strike price Expiration date Option type
3.120EUR +2.30% 3.080
Bid Size: 40,000		 3.110
Ask Size: 40,000		 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: 3.020
High: 3.120
Low: 3.020
Previous Close: 3.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.30%
1 Month  
+39.91%
3 Months  
+20.00%
YTD  
+32.20%
1 Year  
+35.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.080 2.910
1M High / 1M Low: 3.220 2.320
6M High / 6M Low: 3.220 1.670
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:   3.002
Avg. volume 1W:   0.000
Avg. price 1M:   2.837
Avg. volume 1M:   0.000
Avg. price 6M:   2.296
Avg. volume 6M:   0.000
Avg. price 1Y:   1.926
Avg. volume 1Y:   0.000
Volatility 1M:   47.93%
Volatility 6M:   77.09%
Volatility 1Y:   79.54%
Volatility 3Y:   -