DZ Bank Call 11 TEG 20.06.2025
/ DE000DJ4BVR5
DZ Bank Call 11 TEG 20.06.2025/ DE000DJ4BVR5 /
| 2024-05-28 8:04:40 PM |
Chg.-0.020 |
Bid8:21:02 PM |
Ask8:21:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.640EUR |
-0.43% |
4.640
Bid Size: 5,000 |
4.720
Ask Size: 5,000 |
TAG IMMOBILIEN AG |
11.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4BVR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
3.09 |
| Time value: |
1.66 |
| Break-even: |
15.75 |
| Moneyness: |
1.28 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
1.93% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
2.34 |
| Rho: |
0.07 |
Quote data
| Open: |
4.660 |
| High: |
4.830 |
| Low: |
4.640 |
| Previous Close: |
4.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.39% |
| 1 Month |
|
|
+30.34% |
| 3 Months |
|
|
+94.14% |
| YTD |
|
|
+13.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.270 |
4.580 |
| 1M High / 1M Low: |
5.270 |
3.650 |
| 6M High / 6M Low: |
5.270 |
2.240 |
| High (YTD): |
2024-05-22 |
5.270 |
| Low (YTD): |
2024-03-05 |
2.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.72% |
| Volatility 6M: |
|
89.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
