DZ Bank Call 15 TEG 21.06.2024
/ DE000DJ2DN99
DZ Bank Call 15 TEG 21.06.2024/ DE000DJ2DN99 /
| 2024-06-05 12:34:44 PM |
Chg.+0.030 |
Bid12:37:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+10.00% |
0.320
Bid Size: 20,000 |
-
Ask Size: - |
TAG IMMOBILIEN AG |
15.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
DJ2DN9 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
45.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.37 |
| Parity: |
-0.43 |
| Time value: |
0.32 |
| Break-even: |
15.32 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
2.14 |
| Spread abs.: |
0.02 |
| Spread %: |
6.67% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
17.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.00% |
| 1 Month |
|
|
-13.16% |
| 3 Months |
|
|
+266.67% |
| YTD |
|
|
-63.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.250 |
| 1M High / 1M Low: |
0.640 |
0.230 |
| 6M High / 6M Low: |
0.970 |
0.050 |
| High (YTD): |
2024-01-12 |
0.750 |
| Low (YTD): |
2024-04-17 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.368 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.86% |
| Volatility 6M: |
|
363.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
