DZ Bank Call 10 TEG 20.09.2024
/ DE000DJ23TU0
DZ Bank Call 10 TEG 20.09.2024/ DE000DJ23TU0 /
2024-06-05 9:34:52 PM |
Chg.-0.020 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.800EUR |
-0.41% |
4.820 Bid Size: 2,000 |
4.970 Ask Size: 2,000 |
TAG IMMOBILIEN AG |
10.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
DJ23TU |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.70 |
Intrinsic value: |
4.57 |
Implied volatility: |
0.66 |
Historic volatility: |
0.37 |
Parity: |
4.57 |
Time value: |
0.41 |
Break-even: |
14.98 |
Moneyness: |
1.46 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.15 |
Spread %: |
3.11% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
2.62 |
Rho: |
0.02 |
Quote data
Open: |
4.950 |
High: |
4.970 |
Low: |
4.710 |
Previous Close: |
4.820 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.37% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
+136.45% |
YTD |
|
|
+19.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.820 |
4.310 |
1M High / 1M Low: |
5.180 |
3.970 |
6M High / 6M Low: |
5.180 |
2.030 |
High (YTD): |
2024-05-22 |
5.180 |
Low (YTD): |
2024-03-05 |
2.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.634 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.595 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.359 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.20% |
Volatility 6M: |
|
103.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |