DZ Bank Call 10.5 TEG 20.06.2025
/ DE000DJ4H3W6
DZ Bank Call 10.5 TEG 20.06.2025/ DE000DJ4H3W6 /
| 5/14/2024 9:34:34 PM |
Chg.+0.270 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.070EUR |
+5.63% |
5.000
Bid Size: 2,000 |
5.090
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
10.50 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/31/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.31 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
3.32 |
| Time value: |
1.46 |
| Break-even: |
15.28 |
| Moneyness: |
1.32 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.42% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
2.33 |
| Rho: |
0.07 |
Quote data
| Open: |
4.860 |
| High: |
5.070 |
| Low: |
4.690 |
| Previous Close: |
4.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.74% |
| 1 Month |
|
|
+48.68% |
| 3 Months |
|
|
+87.08% |
| YTD |
|
|
+15.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.800 |
4.530 |
| 1M High / 1M Low: |
4.800 |
3.050 |
| 6M High / 6M Low: |
4.800 |
2.480 |
| High (YTD): |
5/13/2024 |
4.800 |
| Low (YTD): |
3/5/2024 |
2.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.624 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.54% |
| Volatility 6M: |
|
84.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
