DZ Bank Call 11 TEG 20.09.2024
/ DE000DJ23TW6
DZ Bank Call 11 TEG 20.09.2024/ DE000DJ23TW6 /
| 5/15/2024 6:11:32 PM |
Chg.+0.55 |
Bid9:10:56 PM |
Ask9:10:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
+15.07% |
4.14
Bid Size: 5,000 |
4.22
Ask Size: 5,000 |
TAG IMMOBILIEN AG |
11.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.38 |
| Parity: |
3.12 |
| Time value: |
0.62 |
| Break-even: |
14.74 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
2.47% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.15 |
| Rho: |
0.03 |
Quote data
| Open: |
3.62 |
| High: |
4.20 |
| Low: |
3.62 |
| Previous Close: |
3.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.03% |
| 1 Month |
|
|
+85.02% |
| 3 Months |
|
|
+121.05% |
| YTD |
|
|
+26.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.65 |
3.23 |
| 1M High / 1M Low: |
3.65 |
1.83 |
| 6M High / 6M Low: |
3.65 |
1.55 |
| High (YTD): |
5/14/2024 |
3.65 |
| Low (YTD): |
3/5/2024 |
1.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.47% |
| Volatility 6M: |
|
119.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
