DZ Bank Call 13.5 TEG 21.06.2024
/ DE000DJ6RC84
DZ Bank Call 13.5 TEG 21.06.2024/ DE000DJ6RC84 /
27/05/2024 12:35:31 |
Chg.-0.010 |
Bid21:58:06 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
-0.93% |
- Bid Size: - |
- Ask Size: - |
TAG IMMOBILIEN AG |
13.50 - |
21/06/2024 |
Call |
Master data
WKN: |
DJ6RC8 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.50 - |
Maturity: |
21/06/2024 |
Issue date: |
17/11/2023 |
Last trading day: |
28/05/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.53 |
Historic volatility: |
0.38 |
Parity: |
0.76 |
Time value: |
0.39 |
Break-even: |
14.65 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.70 |
Theta: |
-0.02 |
Omega: |
8.66 |
Rho: |
0.00 |
Quote data
Open: |
1.070 |
High: |
1.160 |
Low: |
1.060 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.93% |
1 Month |
|
|
+17.58% |
3 Months |
|
|
+167.50% |
YTD |
|
|
-29.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
1.070 |
1M High / 1M Low: |
1.750 |
0.840 |
6M High / 6M Low: |
1.750 |
0.250 |
High (YTD): |
22/05/2024 |
1.750 |
Low (YTD): |
17/04/2024 |
0.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.257 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.835 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.63% |
Volatility 6M: |
|
262.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |