DZ Bank Call 16 TEG 20.09.2024
/ DE000DJ6RDB8
DZ Bank Call 16 TEG 20.09.2024/ DE000DJ6RDB8 /
2024-06-21 6:10:00 PM |
Chg.-0.050 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-16.13% |
- Bid Size: - |
- Ask Size: - |
TAG IMMOBILIEN AG |
16.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ6RDB |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-17 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
35.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
-2.82 |
Time value: |
0.37 |
Break-even: |
16.37 |
Moneyness: |
0.82 |
Premium: |
0.24 |
Premium p.a.: |
1.39 |
Spread abs.: |
0.06 |
Spread %: |
19.35% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
8.46 |
Rho: |
0.01 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.260 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.53% |
1 Month |
|
|
-67.90% |
3 Months |
|
|
-29.73% |
YTD |
|
|
-73.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.260 |
1M High / 1M Low: |
0.980 |
0.260 |
6M High / 6M Low: |
1.030 |
0.180 |
High (YTD): |
2024-05-22 |
0.980 |
Low (YTD): |
2024-04-17 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.312 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.553 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.488 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
314.51% |
Volatility 6M: |
|
247.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |