DZ Bank Call 11.5 TEG 20.06.2025
/ DE000DJ4VF12
DZ Bank Call 11.5 TEG 20.06.2025/ DE000DJ4VF12 /
| 2024-05-29 9:34:56 PM |
Chg.-0.130 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.180EUR |
-3.02% |
4.170
Bid Size: 2,000 |
4.260
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
11.50 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4VF1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.89 |
| Intrinsic value: |
2.69 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.38 |
| Parity: |
2.69 |
| Time value: |
1.71 |
| Break-even: |
15.90 |
| Moneyness: |
1.23 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
2.09% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
2.49 |
| Rho: |
0.07 |
Quote data
| Open: |
4.270 |
| High: |
4.270 |
| Low: |
4.040 |
| Previous Close: |
4.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.21% |
| 1 Month |
|
|
+25.15% |
| 3 Months |
|
|
+93.52% |
| YTD |
|
|
+9.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.930 |
4.250 |
| 1M High / 1M Low: |
4.930 |
3.340 |
| 6M High / 6M Low: |
4.930 |
2.020 |
| High (YTD): |
2024-05-22 |
4.930 |
| Low (YTD): |
2024-03-05 |
2.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.48% |
| Volatility 6M: |
|
95.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
