DZ Bank Call 9 TEG 21.06.2024
/ DE000DJ5FJY4
DZ Bank Call 9 TEG 21.06.2024/ DE000DJ5FJY4 /
| 2024-05-24 6:12:40 PM |
Chg.-0.19 |
Bid7:29:09 PM |
Ask7:29:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.21EUR |
-3.52% |
5.20
Bid Size: 7,000 |
-
Ask Size: - |
TAG IMMOBILIEN AG |
9.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ5FJY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.23 |
| Intrinsic value: |
5.20 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.38 |
| Parity: |
5.20 |
| Time value: |
0.24 |
| Break-even: |
14.44 |
| Moneyness: |
1.58 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.15 |
| Spread %: |
2.84% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.41 |
| Rho: |
0.01 |
Quote data
| Open: |
5.14 |
| High: |
5.31 |
| Low: |
5.14 |
| Previous Close: |
5.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.94% |
| 1 Month |
|
|
+52.34% |
| 3 Months |
|
|
+70.82% |
| YTD |
|
|
+10.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.03 |
5.40 |
| 1M High / 1M Low: |
6.03 |
3.40 |
| 6M High / 6M Low: |
6.03 |
2.64 |
| High (YTD): |
2024-05-22 |
6.03 |
| Low (YTD): |
2024-03-05 |
2.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.27% |
| Volatility 6M: |
|
97.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
