DZ Bank Call 10.5 TEG 20.09.2024
/ DE000DJ23TV8
DZ Bank Call 10.5 TEG 20.09.2024/ DE000DJ23TV8 /
| 2024-06-19 12:06:19 PM |
Chg.-0.18 |
Bid12:49:51 PM |
Ask12:49:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
-5.79% |
2.94
Bid Size: 20,000 |
2.97
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
10.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23TV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.38 |
| Parity: |
2.60 |
| Time value: |
0.57 |
| Break-even: |
13.67 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
2.92% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.37 |
| Rho: |
0.02 |
Quote data
| Open: |
3.09 |
| High: |
3.09 |
| Low: |
2.92 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.81% |
| 1 Month |
|
|
-36.72% |
| 3 Months |
|
|
+25.21% |
| YTD |
|
|
-19.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.70 |
3.11 |
| 1M High / 1M Low: |
4.80 |
3.11 |
| 6M High / 6M Low: |
4.80 |
1.84 |
| High (YTD): |
2024-05-22 |
4.80 |
| Low (YTD): |
2024-03-05 |
1.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.66% |
| Volatility 6M: |
|
112.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
