DZ Bank Call 6.5 TEG 20.12.2024
/ DE000DJ0TAM0
DZ Bank Call 6.5 TEG 20.12.2024/ DE000DJ0TAM0 /
| 6/20/2024 8:15:11 AM |
Chg.+0.02 |
Bid10:01:40 AM |
Ask10:01:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.74EUR |
+0.30% |
6.96
Bid Size: 20,000 |
7.01
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
6.50 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.55 |
| Intrinsic value: |
6.43 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.38 |
| Parity: |
6.43 |
| Time value: |
0.44 |
| Break-even: |
13.37 |
| Moneyness: |
1.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
2.23% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
1.75 |
| Rho: |
0.03 |
Quote data
| Open: |
6.74 |
| High: |
6.74 |
| Low: |
6.74 |
| Previous Close: |
6.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.13% |
| 1 Month |
|
|
-20.14% |
| 3 Months |
|
|
+14.24% |
| YTD |
|
|
-5.73% |
| 1 Year |
|
|
+127.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.18 |
6.72 |
| 1M High / 1M Low: |
8.74 |
6.72 |
| 6M High / 6M Low: |
8.74 |
5.02 |
| High (YTD): |
5/22/2024 |
8.74 |
| Low (YTD): |
3/5/2024 |
5.02 |
| 52W High: |
5/22/2024 |
8.74 |
| 52W Low: |
6/26/2023 |
2.76 |
| Avg. price 1W: |
|
6.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.64 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.65% |
| Volatility 6M: |
|
60.17% |
| Volatility 1Y: |
|
73.81% |
| Volatility 3Y: |
|
- |
