DZ Bank Call 13.5 TEG 21.06.2024
/ DE000DJ6RC84
DZ Bank Call 13.5 TEG 21.06.2024/ DE000DJ6RC84 /
| 2024-05-17 9:35:16 PM |
Chg.-0.020 |
Bid9:58:10 PM |
Ask9:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-1.20% |
1.660
Bid Size: 2,000 |
1.750
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
13.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ6RC8 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.38 |
| Parity: |
1.24 |
| Time value: |
0.51 |
| Break-even: |
15.25 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.09 |
| Spread %: |
5.42% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
6.15 |
| Rho: |
0.01 |
Quote data
| Open: |
1.630 |
| High: |
1.670 |
| Low: |
1.590 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.86% |
| 1 Month |
|
|
+355.56% |
| 3 Months |
|
|
+234.69% |
| YTD |
|
|
+7.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.150 |
| 1M High / 1M Low: |
1.660 |
0.360 |
| 6M High / 6M Low: |
1.660 |
0.250 |
| High (YTD): |
2024-05-16 |
1.660 |
| Low (YTD): |
2024-04-17 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.847 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.68% |
| Volatility 6M: |
|
257.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
