DZ Bank Call 6.5 TEG 20.12.2024
/ DE000DJ0TAM0
DZ Bank Call 6.5 TEG 20.12.2024/ DE000DJ0TAM0 /
| 14/06/2024 18:11:26 |
Chg.-0.12 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.06EUR |
-1.67% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
6.50 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.84 |
| Intrinsic value: |
6.72 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.38 |
| Parity: |
6.72 |
| Time value: |
0.46 |
| Break-even: |
13.68 |
| Moneyness: |
2.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
2.13% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
1.71 |
| Rho: |
0.03 |
Quote data
| Open: |
7.23 |
| High: |
7.23 |
| Low: |
7.01 |
| Previous Close: |
7.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.62% |
| 1 Month |
|
|
-17.43% |
| 3 Months |
|
|
+31.47% |
| YTD |
|
|
-1.26% |
| 1 Year |
|
|
+119.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.60 |
7.06 |
| 1M High / 1M Low: |
8.74 |
7.06 |
| 6M High / 6M Low: |
8.74 |
5.02 |
| High (YTD): |
22/05/2024 |
8.74 |
| Low (YTD): |
05/03/2024 |
5.02 |
| 52W High: |
22/05/2024 |
8.74 |
| 52W Low: |
26/06/2023 |
2.76 |
| Avg. price 1W: |
|
7.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
58.48% |
| Volatility 6M: |
|
60.25% |
| Volatility 1Y: |
|
74.20% |
| Volatility 3Y: |
|
- |
