DZ Bank Call 11 TEG 21.06.2024
/ DE000DJ3QPR7
DZ Bank Call 11 TEG 21.06.2024/ DE000DJ3QPR7 /
| 2024-05-24 6:13:43 PM |
Chg.-0.18 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
-5.28% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.38 |
| Parity: |
2.97 |
| Time value: |
0.40 |
| Break-even: |
14.37 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.15 |
| Spread %: |
4.66% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.49 |
| Rho: |
0.01 |
Quote data
| Open: |
3.17 |
| High: |
3.33 |
| Low: |
3.17 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.97% |
| 1 Month |
|
|
+48.85% |
| 3 Months |
|
|
+119.73% |
| YTD |
|
|
+4.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.06 |
3.23 |
| 1M High / 1M Low: |
4.06 |
2.17 |
| 6M High / 6M Low: |
4.06 |
1.20 |
| High (YTD): |
2024-05-22 |
4.06 |
| Low (YTD): |
2024-03-05 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.03% |
| Volatility 6M: |
|
148.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
