DZ Bank Call 11.5 TEG 20.06.2025
/ DE000DJ4VF12
DZ Bank Call 11.5 TEG 20.06.2025/ DE000DJ4VF12 /
| 5/28/2024 11:12:12 AM |
Chg.+0.14 |
Bid8:34:32 PM |
Ask8:34:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.48EUR |
+3.23% |
4.30
Bid Size: 5,000 |
4.38
Ask Size: 5,000 |
TAG IMMOBILIEN AG |
11.50 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
8/14/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
2.59 |
| Time value: |
1.83 |
| Break-even: |
15.92 |
| Moneyness: |
1.23 |
| Premium: |
0.13 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
2.08% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
2.44 |
| Rho: |
0.07 |
Quote data
| Open: |
4.33 |
| High: |
4.48 |
| Low: |
4.33 |
| Previous Close: |
4.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+37.42% |
| 3 Months |
|
|
+106.45% |
| YTD |
|
|
+17.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.97 |
4.26 |
| 1M High / 1M Low: |
4.97 |
3.35 |
| 6M High / 6M Low: |
4.97 |
2.07 |
| High (YTD): |
5/22/2024 |
4.97 |
| Low (YTD): |
3/5/2024 |
2.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.51% |
| Volatility 6M: |
|
93.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
