DZ Bank Call 142.5 BEI 20.12.2024
/ DE000DJ62523
DZ Bank Call 142.5 BEI 20.12.2024/ DE000DJ62523 /
| 20/05/2024 21:35:20 |
Chg.+0.020 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+1.79% |
1.140
Bid Size: 4,000 |
1.180
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
142.50 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
DJ6252 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.50 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.22 |
| Time value: |
0.94 |
| Break-even: |
154.10 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
3.57% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
7.82 |
| Rho: |
0.46 |
Quote data
| Open: |
1.110 |
| High: |
1.150 |
| Low: |
1.110 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.20% |
| 1 Month |
|
|
+72.73% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
+37.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.060 |
| 1M High / 1M Low: |
1.290 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
10/05/2024 |
1.290 |
| Low (YTD): |
10/04/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
