DZ Bank Call 127.5 BEI 20.12.2024
/ DE000DJ4GUX4
DZ Bank Call 127.5 BEI 20.12.2024/ DE000DJ4GUX4 /
2024-05-17 8:35:22 PM |
Chg.+0.080 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
2.240EUR |
+3.70% |
2.240 Bid Size: 16,000 |
2.280 Ask Size: 16,000 |
BEIERSDORF AG O.N. |
127.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
DJ4GUX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
BEIERSDORF AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
127.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-07-28 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.01 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.22 |
Historic volatility: |
0.15 |
Parity: |
1.65 |
Time value: |
0.54 |
Break-even: |
149.40 |
Moneyness: |
1.13 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
1.86% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
5.42 |
Rho: |
0.58 |
Quote data
Open: |
2.160 |
High: |
2.240 |
Low: |
2.140 |
Previous Close: |
2.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.94% |
1 Month |
|
|
+64.71% |
3 Months |
|
|
+31.76% |
YTD |
|
|
+33.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.460 |
2.160 |
1M High / 1M Low: |
2.460 |
1.360 |
6M High / 6M Low: |
2.460 |
1.020 |
High (YTD): |
2024-05-10 |
2.460 |
Low (YTD): |
2024-04-09 |
1.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.318 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.983 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.601 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.40% |
Volatility 6M: |
|
102.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |