DZ Bank Call 11 TEG 21.06.2024
/ DE000DJ3QPR7
DZ Bank Call 11 TEG 21.06.2024/ DE000DJ3QPR7 /
2024-05-17 9:34:59 PM |
Chg.-0.020 |
Bid9:58:09 PM |
Ask9:58:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.860EUR |
-0.52% |
3.880 Bid Size: 2,000 |
4.030 Ask Size: 2,000 |
TAG IMMOBILIEN AG |
11.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
DJ3QPR |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-03 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.78 |
Intrinsic value: |
3.74 |
Implied volatility: |
0.90 |
Historic volatility: |
0.38 |
Parity: |
3.74 |
Time value: |
0.29 |
Break-even: |
15.03 |
Moneyness: |
1.34 |
Premium: |
0.02 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.15 |
Spread %: |
3.87% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
3.25 |
Rho: |
0.01 |
Quote data
Open: |
3.860 |
High: |
3.910 |
Low: |
3.810 |
Previous Close: |
3.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.92% |
1 Month |
|
|
+150.65% |
3 Months |
|
|
+147.44% |
YTD |
|
|
+24.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.880 |
3.120 |
1M High / 1M Low: |
3.880 |
1.540 |
6M High / 6M Low: |
3.880 |
1.130 |
High (YTD): |
2024-05-16 |
3.880 |
Low (YTD): |
2024-03-05 |
1.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.612 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.677 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.229 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.72% |
Volatility 6M: |
|
149.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |