DZ Bank Call 13.5 TEG 21.06.2024
/ DE000DJ6RC84
DZ Bank Call 13.5 TEG 21.06.2024/ DE000DJ6RC84 /
| 5/27/2024 5:05:36 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
13.50 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
11/17/2023 |
| Last trading day: |
5/28/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.38 |
| Parity: |
0.16 |
| Time value: |
0.99 |
| Break-even: |
14.65 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
9.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.57 |
| Theta: |
-0.05 |
| Omega: |
6.71 |
| Rho: |
0.00 |
Quote data
| Open: |
1.07 |
| High: |
1.11 |
| Low: |
1.06 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.89% |
| 3 Months |
|
|
+113.46% |
| YTD |
|
|
-26.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.79 |
1.08 |
| 6M High / 6M Low: |
1.79 |
0.25 |
| High (YTD): |
5/22/2024 |
1.79 |
| Low (YTD): |
4/17/2024 |
0.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.63% |
| Volatility 6M: |
|
258.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
