DZ Bank Call 11.5 TEG 20.09.2024
/ DE000DJ26023
DZ Bank Call 11.5 TEG 20.09.2024/ DE000DJ26023 /
| 18/06/2024 17:06:38 |
Chg.+0.01 |
Bid17:08:37 |
Ask17:08:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
+0.43% |
2.34
Bid Size: 20,000 |
2.37
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
11.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ2602 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.38 |
| Parity: |
1.66 |
| Time value: |
0.77 |
| Break-even: |
13.93 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.09 |
| Spread %: |
3.85% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.02 |
| Rho: |
0.02 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.33 |
| Previous Close: |
2.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.47% |
| 1 Month |
|
|
-37.67% |
| 3 Months |
|
|
+45.06% |
| YTD |
|
|
-21.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.34 |
| 1M High / 1M Low: |
3.93 |
2.34 |
| 6M High / 6M Low: |
3.93 |
1.28 |
| High (YTD): |
22/05/2024 |
3.93 |
| Low (YTD): |
05/03/2024 |
1.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.76% |
| Volatility 6M: |
|
132.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
