DZ Bank Call 12.5 TEG 20.09.2024
/ DE000DJ59DA0
DZ Bank Call 12.5 TEG 20.09.2024/ DE000DJ59DA0 /
| 18/06/2024 12:07:10 |
Chg.+0.04 |
Bid12:36:34 |
Ask12:36:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+2.37% |
1.72
Bid Size: 20,000 |
1.74
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
12.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
DJ59DA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
06/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
0.66 |
| Time value: |
1.09 |
| Break-even: |
14.25 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
3.55% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
4.83 |
| Rho: |
0.02 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.73 |
| Previous Close: |
1.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.26% |
| 1 Month |
|
|
-41.75% |
| 3 Months |
|
|
+54.46% |
| YTD |
|
|
-27.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.69 |
| 1M High / 1M Low: |
3.12 |
1.69 |
| 6M High / 6M Low: |
3.12 |
0.90 |
| High (YTD): |
22/05/2024 |
3.12 |
| Low (YTD): |
05/03/2024 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.65% |
| Volatility 6M: |
|
154.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
