DZ Bank Call 127.5 BEI 20.06.2025
/ DE000DJ4GU12
DZ Bank Call 127.5 BEI 20.06.2025/ DE000DJ4GU12 /
| 2024-05-31 9:35:13 PM |
Chg.+0.140 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.510EUR |
+5.91% |
2.540
Bid Size: 4,000 |
2.580
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
127.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4GU1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
127.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
1.69 |
| Time value: |
0.90 |
| Break-even: |
153.30 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.57% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
4.48 |
| Rho: |
0.94 |
Quote data
| Open: |
2.370 |
| High: |
2.510 |
| Low: |
2.370 |
| Previous Close: |
2.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.64% |
| 1 Month |
|
|
+12.05% |
| 3 Months |
|
|
+54.94% |
| YTD |
|
|
+29.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.630 |
2.370 |
| 1M High / 1M Low: |
2.770 |
2.370 |
| 6M High / 6M Low: |
2.770 |
1.370 |
| High (YTD): |
2024-05-10 |
2.770 |
| Low (YTD): |
2024-04-09 |
1.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.980 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.54% |
| Volatility 6M: |
|
82.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
