DZ Bank Call 13.5 TEG 20.09.2024
/ DE000DJ6RDA0
DZ Bank Call 13.5 TEG 20.09.2024/ DE000DJ6RDA0 /
| 6/4/2024 6:11:28 PM |
Chg.+0.04 |
Bid8:17:21 PM |
Ask8:17:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
+1.97% |
2.03
Bid Size: 5,000 |
2.08
Ask Size: 5,000 |
TAG IMMOBILIEN AG |
13.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ6RDA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/17/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.37 |
| Parity: |
1.02 |
| Time value: |
1.06 |
| Break-even: |
15.58 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
2.97% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
4.72 |
| Rho: |
0.02 |
Quote data
| Open: |
2.01 |
| High: |
2.07 |
| Low: |
1.86 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.15% |
| 1 Month |
|
|
+20.35% |
| 3 Months |
|
|
+233.87% |
| YTD |
|
|
+10.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.68 |
| 1M High / 1M Low: |
2.40 |
1.55 |
| 6M High / 6M Low: |
2.40 |
0.62 |
| High (YTD): |
5/22/2024 |
2.40 |
| Low (YTD): |
3/6/2024 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.47% |
| Volatility 6M: |
|
171.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
