DZ Bank Call 11.5 TEG 20.06.2025
/ DE000DJ4VF12
DZ Bank Call 11.5 TEG 20.06.2025/ DE000DJ4VF12 /
| 30/05/2024 18:14:18 |
Chg.+0.20 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.38EUR |
+4.78% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
11.50 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
14/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
2.49 |
| Time value: |
1.77 |
| Break-even: |
15.76 |
| Moneyness: |
1.22 |
| Premium: |
0.13 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
2.16% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
2.51 |
| Rho: |
0.07 |
Quote data
| Open: |
4.15 |
| High: |
4.38 |
| Low: |
4.15 |
| Previous Close: |
4.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.45% |
| 1 Month |
|
|
+19.02% |
| 3 Months |
|
|
+103.72% |
| YTD |
|
|
+14.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.48 |
4.18 |
| 1M High / 1M Low: |
4.97 |
3.68 |
| 6M High / 6M Low: |
4.97 |
2.07 |
| High (YTD): |
22/05/2024 |
4.97 |
| Low (YTD): |
05/03/2024 |
2.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.63% |
| Volatility 6M: |
|
93.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
