DZ Bank Call 11 TEG 20.09.2024
/ DE000DJ23TW6
DZ Bank Call 11 TEG 20.09.2024/ DE000DJ23TW6 /
| 04/06/2024 15:05:42 |
Chg.-0.13 |
Bid15:45:50 |
Ask15:45:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
-3.28% |
3.90
Bid Size: 20,000 |
3.93
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
11.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ23TW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.37 |
| Parity: |
3.52 |
| Time value: |
0.52 |
| Break-even: |
15.04 |
| Moneyness: |
1.32 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
2.28% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.08 |
| Rho: |
0.02 |
Quote data
| Open: |
3.94 |
| High: |
3.94 |
| Low: |
3.73 |
| Previous Close: |
3.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.78% |
| 1 Month |
|
|
+11.66% |
| 3 Months |
|
|
+147.10% |
| YTD |
|
|
+15.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
3.47 |
| 1M High / 1M Low: |
4.36 |
3.23 |
| 6M High / 6M Low: |
4.36 |
1.55 |
| High (YTD): |
22/05/2024 |
4.36 |
| Low (YTD): |
05/03/2024 |
1.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.15% |
| Volatility 6M: |
|
120.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
