DZ Bank Call 15 TEG 20.09.2024
/ DE000DJ59DB8
DZ Bank Call 15 TEG 20.09.2024/ DE000DJ59DB8 /
| 2024-05-22 1:06:21 PM |
Chg.+0.08 |
Bid1:30:00 PM |
Ask1:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
+6.45% |
1.30
Bid Size: 20,000 |
1.32
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
15.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ59DB |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
-0.40 |
| Time value: |
1.32 |
| Break-even: |
16.32 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.06 |
| Spread %: |
4.76% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
5.81 |
| Rho: |
0.02 |
Quote data
| Open: |
1.28 |
| High: |
1.32 |
| Low: |
1.27 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
+175.00% |
| 3 Months |
|
|
+164.00% |
| YTD |
|
|
+3.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.24 |
| 1M High / 1M Low: |
1.38 |
0.43 |
| 6M High / 6M Low: |
1.38 |
0.31 |
| High (YTD): |
2024-05-15 |
1.38 |
| Low (YTD): |
2024-04-17 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.42% |
| Volatility 6M: |
|
201.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
