DZ Bank Call 11.5 TEG 20.09.2024
/ DE000DJ26023
DZ Bank Call 11.5 TEG 20.09.2024/ DE000DJ26023 /
| 2024-05-22 6:13:46 PM |
Chg.+0.35 |
Bid7:50:09 PM |
Ask7:50:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.93EUR |
+9.78% |
3.92
Bid Size: 7,000 |
3.99
Ask Size: 7,000 |
TAG IMMOBILIEN AG |
11.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ2602 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.38 |
| Parity: |
3.10 |
| Time value: |
0.61 |
| Break-even: |
15.21 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
2.49% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.28 |
| Rho: |
0.03 |
Quote data
| Open: |
3.65 |
| High: |
3.93 |
| Low: |
3.63 |
| Previous Close: |
3.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.24% |
| 1 Month |
|
|
+99.49% |
| 3 Months |
|
|
+133.93% |
| YTD |
|
|
+31.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.77 |
3.58 |
| 1M High / 1M Low: |
3.77 |
1.88 |
| 6M High / 6M Low: |
3.77 |
1.28 |
| High (YTD): |
2024-05-17 |
3.77 |
| Low (YTD): |
2024-03-05 |
1.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.12% |
| Volatility 6M: |
|
127.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
