DZ Bank Call 10 TEG 20.09.2024
/ DE000DJ23TU0
DZ Bank Call 10 TEG 20.09.2024/ DE000DJ23TU0 /
| 19/06/2024 21:35:06 |
Chg.-0.190 |
Bid21:58:05 |
Ask21:58:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.320EUR |
-5.41% |
3.320
Bid Size: 2,000 |
3.410
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
10.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ23TU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.38 |
| Parity: |
3.10 |
| Time value: |
0.50 |
| Break-even: |
13.60 |
| Moneyness: |
1.31 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.09 |
| Spread %: |
2.56% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.07 |
| Rho: |
0.02 |
Quote data
| Open: |
3.510 |
| High: |
3.520 |
| Low: |
3.280 |
| Previous Close: |
3.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.47% |
| 1 Month |
|
|
-32.52% |
| 3 Months |
|
|
+12.54% |
| YTD |
|
|
-17.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.750 |
3.320 |
| 1M High / 1M Low: |
5.180 |
3.320 |
| 6M High / 6M Low: |
5.180 |
2.030 |
| High (YTD): |
22/05/2024 |
5.180 |
| Low (YTD): |
05/03/2024 |
2.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.31% |
| Volatility 6M: |
|
106.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
