DZ Bank Call 10.5 TEG 20.09.2024
/ DE000DJ23TV8
DZ Bank Call 10.5 TEG 20.09.2024/ DE000DJ23TV8 /
| 2024-05-23 2:04:39 PM |
Chg.-0.610 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.150EUR |
-12.82% |
4.150
Bid Size: 20,000 |
4.180
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: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
4.37 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.38 |
| Parity: |
4.37 |
| Time value: |
0.48 |
| Break-even: |
15.35 |
| Moneyness: |
1.42 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
1.89% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.71 |
| Rho: |
0.03 |
Quote data
| Open: |
4.730 |
| High: |
4.730 |
| Low: |
4.130 |
| Previous Close: |
4.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.37% |
| 1 Month |
|
|
+46.64% |
| 3 Months |
|
|
+94.84% |
| YTD |
|
|
+13.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.760 |
4.480 |
| 1M High / 1M Low: |
4.760 |
2.550 |
| 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: |
|
4.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.942 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.53% |
| Volatility 6M: |
|
111.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
