DZ Bank Call 14 TEG 20.09.2024
/ DE000DJ26031
DZ Bank Call 14 TEG 20.09.2024/ DE000DJ26031 /
| 2024-06-14 9:34:56 PM |
Chg.-0.010 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-1.02% |
0.960
Bid Size: 2,000 |
1.020
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ2603 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
-0.78 |
| Time value: |
1.02 |
| Break-even: |
15.02 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.06 |
| Spread %: |
6.25% |
| Delta: |
0.47 |
| Theta: |
-0.01 |
| Omega: |
6.10 |
| Rho: |
0.01 |
Quote data
| Open: |
1.000 |
| High: |
1.040 |
| Low: |
0.890 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.62% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
+86.54% |
| YTD |
|
|
-40.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.970 |
| 1M High / 1M Low: |
2.030 |
0.970 |
| 6M High / 6M Low: |
2.030 |
0.450 |
| High (YTD): |
2024-05-22 |
2.030 |
| Low (YTD): |
2024-03-05 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.062 |
| Avg. volume 6M: |
|
193.548 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.19% |
| Volatility 6M: |
|
195.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
