DZ Bank Call 10.5 TEG 21.06.2024
/ DE000DJ37X71
DZ Bank Call 10.5 TEG 21.06.2024/ DE000DJ37X71 /
| 27/05/2024 12:35:21 |
Chg.+0.030 |
Bid21:59:19 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.730EUR |
+0.81% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
10.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
DJ37X7 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
19/07/2023 |
| Last trading day: |
28/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.78 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.37 |
| Parity: |
3.76 |
| Time value: |
0.08 |
| Break-even: |
14.34 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.53 |
| Rho: |
0.00 |
Quote data
| Open: |
3.710 |
| High: |
3.840 |
| Low: |
3.710 |
| Previous Close: |
3.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.49% |
| 3 Months |
|
|
+114.37% |
| YTD |
|
|
+7.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.730 |
3.730 |
| 1M High / 1M Low: |
4.510 |
3.160 |
| 6M High / 6M Low: |
4.510 |
1.420 |
| High (YTD): |
22/05/2024 |
4.510 |
| Low (YTD): |
05/03/2024 |
1.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.829 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.24% |
| Volatility 6M: |
|
133.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
