DZ Bank Call 9.5 TEG 20.09.2024
/ DE000DJ5J7J1
DZ Bank Call 9.5 TEG 20.09.2024/ DE000DJ5J7J1 /
| 2024-06-04 9:35:13 PM |
Chg.+0.010 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.300EUR |
+0.19% |
5.300
Bid Size: 2,000 |
5.450
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
9.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5J7J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
5.02 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.37 |
| Parity: |
5.02 |
| Time value: |
0.41 |
| Break-even: |
14.93 |
| Moneyness: |
1.53 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
2.84% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.42 |
| Rho: |
0.02 |
Quote data
| Open: |
5.270 |
| High: |
5.360 |
| Low: |
5.070 |
| Previous Close: |
5.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.43% |
| 1 Month |
|
|
+11.58% |
| 3 Months |
|
|
+119.01% |
| YTD |
|
|
+19.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.290 |
4.770 |
| 1M High / 1M Low: |
5.640 |
4.410 |
| 6M High / 6M Low: |
5.640 |
2.350 |
| High (YTD): |
2024-05-22 |
5.640 |
| Low (YTD): |
2024-03-05 |
2.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.53% |
| Volatility 6M: |
|
96.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
