DZ Bank Call 15 TEG 20.09.2024
/ DE000DJ59DB8
DZ Bank Call 15 TEG 20.09.2024/ DE000DJ59DB8 /
| 6/14/2024 6:12:56 PM |
Chg.+0.020 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+3.33% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
15.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ59DB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/6/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
-1.78 |
| Time value: |
0.67 |
| Break-even: |
15.67 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.06 |
| Spread %: |
9.84% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
7.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.620 |
| High: |
0.640 |
| Low: |
0.540 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.42% |
| 1 Month |
|
|
-55.07% |
| 3 Months |
|
|
+93.75% |
| YTD |
|
|
-51.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.600 |
| 1M High / 1M Low: |
1.460 |
0.600 |
| 6M High / 6M Low: |
1.460 |
0.310 |
| High (YTD): |
5/22/2024 |
1.460 |
| Low (YTD): |
4/17/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.746 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.41% |
| Volatility 6M: |
|
215.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
