DZ Bank Call 10.5 TEG 20.06.2025
/ DE000DJ4H3W6
DZ Bank Call 10.5 TEG 20.06.2025/ DE000DJ4H3W6 /
2024-05-28 9:34:36 PM |
Chg.+0.010 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.000EUR |
+0.20% |
4.990 Bid Size: 2,000 |
5.080 Ask Size: 2,000 |
TAG IMMOBILIEN AG |
10.50 EUR |
2025-06-20 |
Call |
Master data
WKN: |
DJ4H3W |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2023-07-31 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.50 |
Intrinsic value: |
3.59 |
Implied volatility: |
0.53 |
Historic volatility: |
0.38 |
Parity: |
3.59 |
Time value: |
1.49 |
Break-even: |
15.58 |
Moneyness: |
1.34 |
Premium: |
0.11 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.09 |
Spread %: |
1.80% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
2.25 |
Rho: |
0.07 |
Quote data
Open: |
4.990 |
High: |
5.180 |
Low: |
4.990 |
Previous Close: |
4.990 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.50% |
1 Month |
|
|
+26.26% |
3 Months |
|
|
+89.39% |
YTD |
|
|
+14.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.650 |
4.910 |
1M High / 1M Low: |
5.650 |
3.960 |
6M High / 6M Low: |
5.650 |
2.480 |
High (YTD): |
2024-05-22 |
5.650 |
Low (YTD): |
2024-03-05 |
2.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.940 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.745 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
69.77% |
Volatility 6M: |
|
84.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |