DZ Bank Call 11 TEG/ DE000DJ3QPR7 /
| 27/05/2024 17:06:42 | Chg.- | Bid22:00:35 | Ask22:00:35 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.29EUR | - | - Bid Size: - |
- Ask Size: - |
TAG IMMOBILIEN AG | 11.00 - | 21/06/2024 | Call |
Master data
| WKN: | DJ3QPR |
|---|---|
| Issuer: | DZ Bank AG |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 - |
| Maturity: | 21/06/2024 |
| Issue date: | 03/07/2023 |
| Last trading day: | 28/05/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.93 |
|---|---|
| Intrinsic value: | 1.93 |
| Implied volatility: | 9.13 |
| Historic volatility: | 0.38 |
| Parity: | 1.93 |
| Time value: | 1.42 |
| Break-even: | 14.35 |
| Moneyness: | 1.18 |
| Premium: | 0.11 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.72 |
| Theta: | -1.04 |
| Omega: | 2.77 |
| Rho: | 0.00 |
Quote data
| Open: | 3.22 |
|---|---|
| High: | 3.29 |
| Low: | 3.22 |
| Previous Close: | 3.23 |
| Turnover: | 0.00 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -11.08% | ||
| 3 Months | +65.33% | ||
| YTD | +6.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.06 | 3.23 |
| 6M High / 6M Low: | 4.06 | 1.20 |
| High (YTD): | 22/05/2024 | 4.06 |
| Low (YTD): | 05/03/2024 | 1.20 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.54 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 2.20 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 172.91% | |
| Volatility 6M: | 151.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
