DZ Bank Call 9.5 TEG 20.09.2024
/ DE000DJ5J7J1
DZ Bank Call 9.5 TEG 20.09.2024/ DE000DJ5J7J1 /
| 2024-06-04 6:12:32 PM |
Chg.+0.05 |
Bid6:51:40 PM |
Ask6:51:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.35EUR |
+0.94% |
5.36
Bid Size: 7,000 |
5.49
Ask Size: 7,000 |
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: |
5.28 |
| High: |
5.35 |
| Low: |
5.08 |
| Previous Close: |
5.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.08% |
| 1 Month |
|
|
+14.32% |
| 3 Months |
|
|
+115.73% |
| YTD |
|
|
+20.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.30 |
4.77 |
| 1M High / 1M Low: |
5.69 |
4.48 |
| 6M High / 6M Low: |
5.69 |
2.47 |
| High (YTD): |
2024-05-22 |
5.69 |
| Low (YTD): |
2024-03-05 |
2.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.77% |
| Volatility 6M: |
|
95.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
