DZ Bank Call 14 TEG 20.09.2024
/ DE000DJ26031
DZ Bank Call 14 TEG 20.09.2024/ DE000DJ26031 /
| 6/19/2024 11:06:59 AM |
Chg.-0.110 |
Bid11:34:00 AM |
Ask11:34:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-11.96% |
0.810
Bid Size: 20,000 |
0.830
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
14.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.38 |
| Parity: |
-0.90 |
| Time value: |
0.97 |
| Break-even: |
14.97 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.06 |
| Spread %: |
6.59% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
6.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.810 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.61% |
| 1 Month |
|
|
-58.25% |
| 3 Months |
|
|
+26.56% |
| YTD |
|
|
-50.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.920 |
| 1M High / 1M Low: |
2.060 |
0.920 |
| 6M High / 6M Low: |
2.060 |
0.490 |
| High (YTD): |
5/22/2024 |
2.060 |
| Low (YTD): |
3/5/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.426 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.062 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.19% |
| Volatility 6M: |
|
191.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
