DZ Bank Call 132.5 BEI 20.12.2024
/ DE000DJ4VEA5
DZ Bank Call 132.5 BEI 20.12.2024/ DE000DJ4VEA5 /
| 2024-05-31 9:35:13 PM |
Chg.+0.140 |
Bid9:58:35 PM |
Ask9:58:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
+8.59% |
1.800
Bid Size: 4,000 |
1.840
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
132.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ4VEA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.14 |
| Parity: |
1.19 |
| Time value: |
0.66 |
| Break-even: |
150.90 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
2.22% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
5.96 |
| Rho: |
0.51 |
Quote data
| Open: |
1.630 |
| High: |
1.770 |
| Low: |
1.630 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.81% |
| 1 Month |
|
|
+15.69% |
| 3 Months |
|
|
+77.00% |
| YTD |
|
|
+30.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.630 |
| 1M High / 1M Low: |
2.030 |
1.630 |
| 6M High / 6M Low: |
2.030 |
0.790 |
| High (YTD): |
2024-05-10 |
2.030 |
| Low (YTD): |
2024-04-10 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.61% |
| Volatility 6M: |
|
112.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
