DZ Bank Call 9.5 TEG 20.06.2025
/ DE000DJ40GD7
DZ Bank Call 9.5 TEG 20.06.2025/ DE000DJ40GD7 /
| 28/05/2024 11:05:07 |
Chg.+0.17 |
Bid17:15:04 |
Ask17:15:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.92EUR |
+2.96% |
5.79
Bid Size: 20,000 |
5.82
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
9.50 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
DJ40GD |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
22/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.25 |
| Intrinsic value: |
4.59 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.38 |
| Parity: |
4.59 |
| Time value: |
1.24 |
| Break-even: |
15.33 |
| Moneyness: |
1.48 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
1.57% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
2.05 |
| Rho: |
0.07 |
Quote data
| Open: |
5.73 |
| High: |
5.92 |
| Low: |
5.73 |
| Previous Close: |
5.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.15% |
| 1 Month |
|
|
+30.40% |
| 3 Months |
|
|
+84.42% |
| YTD |
|
|
+17.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.44 |
5.66 |
| 1M High / 1M Low: |
6.44 |
4.66 |
| 6M High / 6M Low: |
6.44 |
3.15 |
| High (YTD): |
22/05/2024 |
6.44 |
| Low (YTD): |
05/03/2024 |
3.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.91 |
| Avg. volume 1W: |
|
40 |
| Avg. price 1M: |
|
5.66 |
| Avg. volume 1M: |
|
15 |
| Avg. price 6M: |
|
4.37 |
| Avg. volume 6M: |
|
3.23 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.15% |
| Volatility 6M: |
|
76.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
