DZ Bank Call 12.5 TEG 20.09.2024
/ DE000DJ59DA0
DZ Bank Call 12.5 TEG 20.09.2024/ DE000DJ59DA0 /
| 2024-05-22 8:25:07 AM |
Chg.+0.06 |
Bid10:21:28 AM |
Ask10:21:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.85EUR |
+2.15% |
2.79
Bid Size: 20,000 |
2.82
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
12.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ59DA |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
2.10 |
| Time value: |
0.81 |
| Break-even: |
15.41 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
3.19% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
3.85 |
| Rho: |
0.03 |
Quote data
| Open: |
2.85 |
| High: |
2.85 |
| Low: |
2.85 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.04% |
| 1 Month |
|
|
+105.04% |
| 3 Months |
|
|
+135.54% |
| YTD |
|
|
+19.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.97 |
2.79 |
| 1M High / 1M Low: |
2.97 |
1.32 |
| 6M High / 6M Low: |
2.97 |
0.90 |
| High (YTD): |
2024-05-17 |
2.97 |
| Low (YTD): |
2024-03-05 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.19% |
| Volatility 6M: |
|
148.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
