DZ Bank Call 10.5 TEG 20.09.2024
/ DE000DJ23TV8
DZ Bank Call 10.5 TEG 20.09.2024/ DE000DJ23TV8 /
| 2024-06-05 12:04:39 PM |
Chg.0.000 |
Bid12:17:02 PM |
Ask12:17:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.400EUR |
0.00% |
4.430
Bid Size: 20,000 |
4.460
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
10.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23TV |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.37 |
| Parity: |
4.07 |
| Time value: |
0.43 |
| Break-even: |
15.00 |
| Moneyness: |
1.39 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
2.04% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.86 |
| Rho: |
0.02 |
Quote data
| Open: |
4.520 |
| High: |
4.520 |
| Low: |
4.400 |
| Previous Close: |
4.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.82% |
| 1 Month |
|
|
+12.82% |
| 3 Months |
|
|
+154.34% |
| YTD |
|
|
+20.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.400 |
3.900 |
| 1M High / 1M Low: |
4.760 |
3.570 |
| 6M High / 6M Low: |
4.760 |
1.730 |
| High (YTD): |
2024-05-22 |
4.760 |
| Low (YTD): |
2024-03-05 |
1.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.001 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.56% |
| Volatility 6M: |
|
111.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
