DZ Bank Call 12 TEG 20.09.2024
/ DE000DJ23TX4
DZ Bank Call 12 TEG 20.09.2024/ DE000DJ23TX4 /
| 2024-05-22 5:05:37 PM |
Chg.+0.29 |
Bid5:53:28 PM |
Ask5:53:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.47EUR |
+9.12% |
3.52
Bid Size: 7,000 |
3.60
Ask Size: 7,000 |
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: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.01 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
2.60 |
| Time value: |
0.71 |
| Break-even: |
15.31 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
2.80% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.54 |
| Rho: |
0.03 |
Quote data
| Open: |
3.26 |
| High: |
3.47 |
| Low: |
3.23 |
| Previous Close: |
3.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.97% |
| 1 Month |
|
|
+107.78% |
| 3 Months |
|
|
+140.97% |
| YTD |
|
|
+29.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
3.18 |
| 1M High / 1M Low: |
3.37 |
1.58 |
| 6M High / 6M Low: |
3.37 |
1.08 |
| High (YTD): |
2024-05-17 |
3.37 |
| Low (YTD): |
2024-03-05 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.47% |
| Volatility 6M: |
|
141.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
