DZ Bank Call 12.5 TEG 20.09.2024
/ DE000DJ59DA0
DZ Bank Call 12.5 TEG 20.09.2024/ DE000DJ59DA0 /
| 6/3/2024 5:06:42 PM |
Chg.+0.14 |
Bid5:29:09 PM |
Ask5:29:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.70EUR |
+5.47% |
2.72
Bid Size: 7,000 |
2.79
Ask Size: 7,000 |
TAG IMMOBILIEN AG |
12.50 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.37 |
| Parity: |
1.76 |
| Time value: |
0.92 |
| Break-even: |
15.18 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.09 |
| Spread %: |
3.47% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
3.92 |
| Rho: |
0.02 |
Quote data
| Open: |
2.59 |
| High: |
2.76 |
| Low: |
2.59 |
| Previous Close: |
2.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.87% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
+159.62% |
| YTD |
|
|
+12.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
2.33 |
| 1M High / 1M Low: |
3.12 |
2.15 |
| 6M High / 6M Low: |
3.12 |
0.90 |
| High (YTD): |
5/22/2024 |
3.12 |
| Low (YTD): |
3/5/2024 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.48% |
| Volatility 6M: |
|
150.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
