DZ Bank Call 9 TEG 20.09.2024
/ DE000DJ27831
DZ Bank Call 9 TEG 20.09.2024/ DE000DJ27831 /
| 6/4/2024 1:06:37 PM |
Chg.-0.17 |
Bid6/4/2024 |
Ask6/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.60EUR |
-2.95% |
5.60
Bid Size: 20,000 |
5.65
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
9.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
DJ2783 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.62 |
| Intrinsic value: |
5.52 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.37 |
| Parity: |
5.52 |
| Time value: |
0.39 |
| Break-even: |
14.91 |
| Moneyness: |
1.61 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
2.60% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.25 |
| Rho: |
0.02 |
Quote data
| Open: |
5.75 |
| High: |
5.75 |
| Low: |
5.56 |
| Previous Close: |
5.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.89% |
| 1 Month |
|
|
+10.02% |
| 3 Months |
|
|
+97.18% |
| YTD |
|
|
+15.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.77 |
5.22 |
| 1M High / 1M Low: |
6.15 |
4.89 |
| 6M High / 6M Low: |
6.15 |
2.78 |
| High (YTD): |
5/22/2024 |
6.15 |
| Low (YTD): |
3/5/2024 |
2.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.65% |
| Volatility 6M: |
|
88.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
