DZ Bank Call 12 TEG 20.09.2024
/ DE000DJ23TX4
DZ Bank Call 12 TEG 20.09.2024/ DE000DJ23TX4 /
| 6/18/2024 6:11:43 PM |
Chg.-0.01 |
Bid6:50:42 PM |
Ask6:50:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-0.50% |
1.99
Bid Size: 7,000 |
2.04
Ask Size: 7,000 |
TAG IMMOBILIEN AG |
12.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| 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: |
2.02 |
| High: |
2.07 |
| Low: |
1.99 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.13% |
| 1 Month |
|
|
-40.95% |
| 3 Months |
|
|
+46.32% |
| YTD |
|
|
-25.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
2.00 |
| 1M High / 1M Low: |
3.52 |
2.00 |
| 6M High / 6M Low: |
3.52 |
1.08 |
| High (YTD): |
5/22/2024 |
3.52 |
| Low (YTD): |
3/5/2024 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.36% |
| Volatility 6M: |
|
145.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
