DZ Bank Call 13 TEG 20.09.2024
/ DE000DJ23TY2
DZ Bank Call 13 TEG 20.09.2024/ DE000DJ23TY2 /
| 2024-06-05 6:11:27 PM |
Chg.-0.05 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
-2.07% |
2.37
Bid Size: 2,000 |
2.43
Ask Size: 2,000 |
TAG IMMOBILIEN AG |
13.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ23TY |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.16 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
1.57 |
| Time value: |
0.87 |
| Break-even: |
15.44 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
2.52% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.35 |
| Rho: |
0.02 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.27 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.59% |
| 1 Month |
|
|
+16.83% |
| 3 Months |
|
|
+218.92% |
| YTD |
|
|
+12.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
1.99 |
| 1M High / 1M Low: |
2.74 |
1.85 |
| 6M High / 6M Low: |
2.74 |
0.74 |
| High (YTD): |
2024-05-22 |
2.74 |
| Low (YTD): |
2024-03-05 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.04% |
| Volatility 6M: |
|
163.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
