DZ Bank Call 11 TEG 20.09.2024
/ DE000DJ23TW6
DZ Bank Call 11 TEG 20.09.2024/ DE000DJ23TW6 /
| 2024-05-29 12:06:29 PM |
Chg.-0.37 |
Bid12:23:29 PM |
Ask12:23:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.49EUR |
-9.59% |
3.48
Bid Size: 20,000 |
3.51
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
11.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23TW |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
3.19 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.38 |
| Parity: |
3.19 |
| Time value: |
0.58 |
| Break-even: |
14.77 |
| Moneyness: |
1.29 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.09 |
| Spread %: |
2.45% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.16 |
| Rho: |
0.03 |
Quote data
| Open: |
3.57 |
| High: |
3.57 |
| Low: |
3.49 |
| Previous Close: |
3.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.95% |
| 1 Month |
|
|
+28.31% |
| 3 Months |
|
|
+120.89% |
| YTD |
|
|
+5.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.36 |
3.56 |
| 1M High / 1M Low: |
4.36 |
2.72 |
| 6M High / 6M Low: |
4.36 |
1.55 |
| High (YTD): |
2024-05-22 |
4.36 |
| Low (YTD): |
2024-03-05 |
1.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.30% |
| Volatility 6M: |
|
121.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
