DZ Bank Call 11 TEG 20.06.2025
/ DE000DJ4BVR5
DZ Bank Call 11 TEG 20.06.2025/ DE000DJ4BVR5 /
| 2024-05-14 3:06:49 PM |
Chg.+0.10 |
Bid3:52:23 PM |
Ask3:52:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.58EUR |
+2.23% |
4.41
Bid Size: 20,000 |
4.44
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
11.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4BVR |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.98 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.38 |
| Parity: |
2.82 |
| Time value: |
1.62 |
| Break-even: |
15.44 |
| Moneyness: |
1.26 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.67% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
2.44 |
| Rho: |
0.07 |
Quote data
| Open: |
4.52 |
| High: |
4.58 |
| Low: |
4.35 |
| Previous Close: |
4.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.62% |
| 1 Month |
|
|
+45.40% |
| 3 Months |
|
|
+87.70% |
| YTD |
|
|
+11.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.48 |
4.26 |
| 1M High / 1M Low: |
4.48 |
2.76 |
| 6M High / 6M Low: |
4.48 |
2.30 |
| High (YTD): |
2024-05-13 |
4.48 |
| Low (YTD): |
2024-03-05 |
2.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
4.52 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.79% |
| Volatility 6M: |
|
87.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
