DZ Bank Call 12 TEG 20.09.2024
/ DE000DJ23TX4
DZ Bank Call 12 TEG 20.09.2024/ DE000DJ23TX4 /
| 2024-06-10 6:10:01 PM |
Chg.-0.01 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
-0.42% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
12.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23TX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.38 |
| Parity: |
1.66 |
| Time value: |
0.61 |
| Break-even: |
14.27 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
2.71% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.60 |
| Rho: |
0.02 |
Quote data
| Open: |
2.17 |
| High: |
2.40 |
| Low: |
2.17 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.32% |
| 1 Month |
|
|
-12.59% |
| 3 Months |
|
|
+45.68% |
| YTD |
|
|
-11.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
2.36 |
| 1M High / 1M Low: |
3.52 |
2.36 |
| 6M High / 6M Low: |
3.52 |
1.08 |
| High (YTD): |
2024-05-22 |
3.52 |
| Low (YTD): |
2024-03-05 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.84% |
| Volatility 6M: |
|
143.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
