DZ Bank Call 120 BEI 21.03.2025
/ DE000DJ0SZM9
DZ Bank Call 120 BEI 21.03.2025/ DE000DJ0SZM9 /
| 1/24/2025 9:42:33 PM |
Chg.-0.050 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-5.75% |
0.820
Bid Size: 4,000 |
0.940
Ask Size: 4,000 |
BEIERSDORF AG O.N. |
120.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
DJ0SZM |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
3/30/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
0.60 |
| Time value: |
0.35 |
| Break-even: |
129.40 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.12 |
| Spread %: |
14.63% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
9.34 |
| Rho: |
0.12 |
Quote data
| Open: |
0.880 |
| High: |
1.000 |
| Low: |
0.820 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.65% |
| 1 Month |
|
|
+20.59% |
| 3 Months |
|
|
-33.87% |
| YTD |
|
|
+15.49% |
| 1 Year |
|
|
-62.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.750 |
| 1M High / 1M Low: |
1.030 |
0.610 |
| 6M High / 6M Low: |
2.170 |
0.590 |
| High (YTD): |
1/9/2025 |
1.030 |
| Low (YTD): |
1/3/2025 |
0.610 |
| 52W High: |
5/10/2024 |
3.220 |
| 52W Low: |
11/26/2024 |
0.590 |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.796 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
226.85% |
| Volatility 6M: |
|
166.52% |
| Volatility 1Y: |
|
129.88% |
| Volatility 3Y: |
|
- |