DZ Bank Call 12.5 TEG 20.12.2024
/ DE000DJ2FZU5
DZ Bank Call 12.5 TEG 20.12.2024/ DE000DJ2FZU5 /
| 2024-09-20 6:09:36 PM |
Chg.+0.09 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
+2.41% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
12.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2FZU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
3.45 |
| Time value: |
0.47 |
| Break-even: |
16.42 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
2.35% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.48 |
| Rho: |
0.02 |
Quote data
| Open: |
3.76 |
| High: |
3.96 |
| Low: |
3.76 |
| Previous Close: |
3.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.57% |
| 1 Month |
|
|
+36.92% |
| 3 Months |
|
|
+85.44% |
| YTD |
|
|
+36.43% |
| 1 Year |
|
|
+112.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.23 |
3.73 |
| 1M High / 1M Low: |
4.42 |
2.67 |
| 6M High / 6M Low: |
4.42 |
1.48 |
| High (YTD): |
2024-09-13 |
4.42 |
| Low (YTD): |
2024-03-05 |
1.17 |
| 52W High: |
2024-09-13 |
4.42 |
| 52W Low: |
2023-10-19 |
0.79 |
| Avg. price 1W: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.26 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
167.51% |
| Volatility 6M: |
|
121.83% |
| Volatility 1Y: |
|
138.76% |
| Volatility 3Y: |
|
- |
