DZ Bank Call 132.5 BEI 20.06.2025/  DE000DJ4VEB3  /

Frankfurt Zert./DZB
2024-06-07  3:04:51 PM Chg.+0.150 Bid3:06:22 PM Ask3:06:22 PM Underlying Strike price Expiration date Option type
2.140EUR +7.54% 2.150
Bid Size: 40,000
2.160
Ask Size: 40,000
BEIERSDORF AG O.N. 132.50 EUR 2025-06-20 Call
 

Master data

WKN: DJ4VEB
Issuer: DZ Bank AG
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 132.50 EUR
Maturity: 2025-06-20
Issue date: 2023-08-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.04
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 1.05
Implied volatility: 0.20
Historic volatility: 0.14
Parity: 1.05
Time value: 0.99
Break-even: 152.80
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 2.01%
Delta: 0.75
Theta: -0.02
Omega: 5.26
Rho: 0.89
 

Quote data

Open: 1.970
High: 2.150
Low: 1.970
Previous Close: 1.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.47%
1 Month
  -0.47%
3 Months  
+62.12%
YTD  
+31.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.130 1.990
1M High / 1M Low: 2.390 1.990
6M High / 6M Low: 2.390 1.120
High (YTD): 2024-05-10 2.390
Low (YTD): 2024-04-10 1.120
52W High: - -
52W Low: - -
Avg. price 1W:   2.072
Avg. volume 1W:   0.000
Avg. price 1M:   2.173
Avg. volume 1M:   0.000
Avg. price 6M:   1.684
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.80%
Volatility 6M:   90.31%
Volatility 1Y:   -
Volatility 3Y:   -