DZ Bank Call 10 TEG 20.09.2024
/ DE000DJ23TU0
DZ Bank Call 10 TEG 20.09.2024/ DE000DJ23TU0 /
6/4/2024 6:11:33 PM |
Chg.- |
Bid8:01:04 AM |
Ask8:01:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.88EUR |
- |
4.95 Bid Size: 5,000 |
5.09 Ask Size: 5,000 |
TAG IMMOBILIEN AG |
10.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.66 |
Intrinsic value: |
4.52 |
Implied volatility: |
0.67 |
Historic volatility: |
0.37 |
Parity: |
4.52 |
Time value: |
0.44 |
Break-even: |
14.96 |
Moneyness: |
1.45 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.15 |
Spread %: |
3.12% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
2.61 |
Rho: |
0.02 |
Quote data
Open: |
4.81 |
High: |
4.88 |
Low: |
4.61 |
Previous Close: |
4.83 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.23% |
1 Month |
|
|
+15.09% |
3 Months |
|
|
+128.04% |
YTD |
|
|
+21.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.88 |
4.31 |
1M High / 1M Low: |
5.22 |
4.05 |
6M High / 6M Low: |
5.22 |
2.14 |
High (YTD): |
5/22/2024 |
5.22 |
Low (YTD): |
3/5/2024 |
2.14 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.65 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.34% |
Volatility 6M: |
|
102.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |