DZ Bank Call 17 TEG 20.12.2024
/ DE000DJ6UPZ5
DZ Bank Call 17 TEG 20.12.2024/ DE000DJ6UPZ5 /
| 2024-09-23 1:04:26 PM |
Chg.+0.120 |
Bid1:43:16 PM |
Ask1:43:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+15.38% |
0.900
Bid Size: 20,000 |
0.920
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
17.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ6UPZ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.35 |
| Parity: |
-1.05 |
| Time value: |
0.84 |
| Break-even: |
17.84 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.06 |
| Spread %: |
7.69% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
8.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.780 |
| High: |
0.900 |
| Low: |
0.780 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.46% |
| 1 Month |
|
|
+73.08% |
| 3 Months |
|
|
+95.65% |
| YTD |
|
|
-10.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.750 |
| 1M High / 1M Low: |
1.160 |
0.350 |
| 6M High / 6M Low: |
1.160 |
0.330 |
| High (YTD): |
2024-09-13 |
1.160 |
| Low (YTD): |
2024-03-06 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.626 |
| Avg. volume 6M: |
|
47.244 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.08% |
| Volatility 6M: |
|
221.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
