DZ Bank Call 127.5 BEI 20.06.2025
/ DE000DJ4GU12
DZ Bank Call 127.5 BEI 20.06.2025/ DE000DJ4GU12 /
| 2024-05-31 12:42:03 PM |
Chg.+0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
+1.65% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.37 |
| High: |
2.46 |
| Low: |
2.37 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
+14.42% |
| 3 Months |
|
|
+48.19% |
| YTD |
|
|
+30.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.41 |
| 1M High / 1M Low: |
2.74 |
2.23 |
| 6M High / 6M Low: |
2.74 |
1.38 |
| High (YTD): |
2024-05-13 |
2.74 |
| Low (YTD): |
2024-04-09 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.86% |
| Volatility 6M: |
|
81.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
