DZ Bank Call 12 TEG 20.09.2024
/ DE000DJ23TX4
DZ Bank Call 12 TEG 20.09.2024/ DE000DJ23TX4 /
| 04/06/2024 14:06:41 |
Chg.-0.14 |
Bid14:29:40 |
Ask14:29:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.98EUR |
-4.49% |
2.97
Bid Size: 20,000 |
3.00
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
12.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.37 |
| Parity: |
2.52 |
| Time value: |
0.68 |
| Break-even: |
15.20 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
2.89% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.63 |
| Rho: |
0.02 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
2.91 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.97% |
| 1 Month |
|
|
+10.78% |
| 3 Months |
|
|
+175.93% |
| YTD |
|
|
+11.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.68 |
| 1M High / 1M Low: |
3.52 |
2.51 |
| 6M High / 6M Low: |
3.52 |
1.08 |
| High (YTD): |
22/05/2024 |
3.52 |
| Low (YTD): |
05/03/2024 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.83% |
| Volatility 6M: |
|
142.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
