DZ Bank Call 10.5 TEG 20.06.2025
/ DE000DJ4H3W6
DZ Bank Call 10.5 TEG 20.06.2025/ DE000DJ4H3W6 /
| 28/05/2024 11:10:09 |
Chg.+0.17 |
Bid19:59:03 |
Ask19:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.17EUR |
+3.40% |
4.99
Bid Size: 5,000 |
5.07
Ask Size: 5,000 |
TAG IMMOBILIEN AG |
10.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ4H3W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
31/07/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.50 |
| Intrinsic value: |
3.59 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
3.59 |
| Time value: |
1.49 |
| Break-even: |
15.58 |
| Moneyness: |
1.34 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
1.80% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
2.25 |
| Rho: |
0.07 |
Quote data
| Open: |
4.99 |
| High: |
5.17 |
| Low: |
4.99 |
| Previous Close: |
5.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.00% |
| 1 Month |
|
|
+33.59% |
| 3 Months |
|
|
+95.09% |
| YTD |
|
|
+17.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.69 |
4.92 |
| 1M High / 1M Low: |
5.69 |
3.98 |
| 6M High / 6M Low: |
5.69 |
2.55 |
| High (YTD): |
22/05/2024 |
5.69 |
| Low (YTD): |
05/03/2024 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.99% |
| Volatility 6M: |
|
83.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
