DZ Bank Call 12 TEG 20.09.2024
/ DE000DJ23TX4
DZ Bank Call 12 TEG 20.09.2024/ DE000DJ23TX4 /
2024-06-19 8:13:55 AM |
Chg.-0.02 |
Bid9:15:02 AM |
Ask9:15:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.97EUR |
-1.01% |
2.01 Bid Size: 20,000 |
2.03 Ask Size: 20,000 |
TAG IMMOBILIEN AG |
12.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ23TX |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.72 |
Intrinsic value: |
1.16 |
Implied volatility: |
0.53 |
Historic volatility: |
0.38 |
Parity: |
1.16 |
Time value: |
0.91 |
Break-even: |
14.07 |
Moneyness: |
1.10 |
Premium: |
0.07 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.06 |
Spread %: |
2.99% |
Delta: |
0.70 |
Theta: |
-0.01 |
Omega: |
4.42 |
Rho: |
0.02 |
Quote data
Open: |
1.97 |
High: |
1.97 |
Low: |
1.97 |
Previous Close: |
1.99 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.92% |
1 Month |
|
|
-41.54% |
3 Months |
|
|
+36.81% |
YTD |
|
|
-26.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.46 |
1.99 |
1M High / 1M Low: |
3.52 |
1.99 |
6M High / 6M Low: |
3.52 |
1.08 |
High (YTD): |
2024-05-22 |
3.52 |
Low (YTD): |
2024-03-05 |
1.08 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.71 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.03 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.74% |
Volatility 6M: |
|
145.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |