DZ Bank Call 10.5 TEG/ DE000DJ37X71 /
| 2024-05-27 5:05:24 PM | Chg.- | Bid10:00:35 PM | Ask10:00:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.78EUR | - | - Bid Size: - |
- Ask Size: - |
TAG IMMOBILIEN AG | 10.50 - | 2024-06-21 | Call |
Master data
| WKN: | DJ37X7 |
|---|---|
| Issuer: | DZ Bank AG |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.50 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-07-19 |
| Last trading day: | 2024-05-28 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.43 |
|---|---|
| Intrinsic value: | 2.43 |
| Implied volatility: | 10.10 |
| Historic volatility: | 0.38 |
| Parity: | 2.43 |
| Time value: | 1.41 |
| Break-even: | 14.34 |
| Moneyness: | 1.23 |
| Premium: | 0.11 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.74 |
| Theta: | -1.10 |
| Omega: | 2.51 |
| Rho: | 0.00 |
Quote data
| Open: | 3.71 |
|---|---|
| High: | 3.78 |
| Low: | 3.71 |
| Previous Close: | 3.72 |
| Turnover: | 0.00 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -9.57% | ||
| 3 Months | +60.17% | ||
| YTD | +9.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.55 | 3.72 |
| 6M High / 6M Low: | 4.55 | 1.54 |
| High (YTD): | 2024-05-22 | 4.55 |
| Low (YTD): | 2024-03-05 | 1.54 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.03 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 2.57 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 155.07% | |
| Volatility 6M: | 134.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
