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DZ Bank Call 6.5 TEG 20.12.2024/  DE000DJ0TAM0  /

Frankfurt Zert./DZB
2024-06-19  9:35:22 PM Chg.-0.200 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
6.720EUR -2.89% 6.720
Bid Size: 2,000		 6.870
Ask Size: 2,000		 TAG IMMOBILIEN AG 6.50 - 2024-12-20 Call
 

Master data

WKN: DJ0TAM
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 6.50 -
Maturity: 2024-12-20
Issue date: 2023-03-30
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.86
Leverage: Yes

Calculated values

Fair value: 6.72
Intrinsic value: 6.60
Implied volatility: 0.88
Historic volatility: 0.38
Parity: 6.60
Time value: 0.46
Break-even: 13.56
Moneyness: 2.02
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 2.17%
Delta: 0.93
Theta: 0.00
Omega: 1.72
Rho: 0.03
 

Quote data

Open: 6.920
High: 6.940
Low: 6.690
Previous Close: 6.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.70%
1 Month
  -21.13%
3 Months  
+17.07%
YTD
  -5.88%
1 Year  
+124.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.610 6.920
1M High / 1M Low: 8.690 6.920
6M High / 6M Low: 8.690 4.870
High (YTD): 2024-05-22 8.690
Low (YTD): 2024-03-05 4.870
52W High: 2024-05-22 8.690
52W Low: 2023-06-26 2.760
Avg. price 1W:   7.148
Avg. volume 1W:   0.000
Avg. price 1M:   7.804
Avg. volume 1M:   0.000
Avg. price 6M:   6.522
Avg. volume 6M:   0.000
Avg. price 1Y:   5.617
Avg. volume 1Y:   0.000
Volatility 1M:   57.88%
Volatility 6M:   60.90%
Volatility 1Y:   78.74%
Volatility 3Y:   -