DZ Bank Call 6.5 TUI1 20.12.2024
/ DE000DJ00B39
DZ Bank Call 6.5 TUI1 20.12.2024/ DE000DJ00B39 /
| 2024-05-31 9:34:50 PM |
Chg.-0.001 |
Bid9:55:54 PM |
Ask9:55:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-1.43% |
0.068
Bid Size: 12,500 |
0.098
Ask Size: 12,500 |
TUI AG |
6.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ00B3 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-04-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.42 |
| Parity: |
0.00 |
| Time value: |
0.10 |
| Break-even: |
7.50 |
| Moneyness: |
0.99 |
| Premium: |
0.16 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
42.86% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
3.81 |
| Rho: |
0.02 |
Quote data
| Open: |
0.080 |
| High: |
0.084 |
| Low: |
0.069 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.75% |
| 1 Month |
|
|
-31.00% |
| 3 Months |
|
|
-31.00% |
| YTD |
|
|
-56.88% |
| 1 Year |
|
|
-54.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.069 |
| 1M High / 1M Low: |
0.120 |
0.069 |
| 6M High / 6M Low: |
0.190 |
0.069 |
| High (YTD): |
2024-04-09 |
0.190 |
| Low (YTD): |
2024-05-31 |
0.069 |
| 52W High: |
2023-07-31 |
0.220 |
| 52W Low: |
2023-10-23 |
0.035 |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.119 |
| Avg. volume 1Y: |
|
35.156 |
| Volatility 1M: |
|
139.32% |
| Volatility 6M: |
|
176.47% |
| Volatility 1Y: |
|
165.16% |
| Volatility 3Y: |
|
- |
