DZ Bank Call 6 TUI1 20.12.2024
/ DE000DJ07387
DZ Bank Call 6 TUI1 20.12.2024/ DE000DJ07387 /
| 2024-06-05 9:34:38 PM |
Chg.+0.290 |
Bid8:09:52 AM |
Ask8:09:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
+19.73% |
1.830
Bid Size: 31,250 |
2.030
Ask Size: 31,250 |
TUI AG |
6.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ0738 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-04-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.42 |
| Parity: |
0.91 |
| Time value: |
0.75 |
| Break-even: |
7.66 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.21 |
| Spread %: |
14.48% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
3.01 |
| Rho: |
0.02 |
Quote data
| Open: |
1.510 |
| High: |
1.860 |
| Low: |
1.510 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+18.92% |
| 3 Months |
|
|
+16.56% |
| YTD |
|
|
-9.28% |
| 1 Year |
|
|
-9.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.030 |
| 1M High / 1M Low: |
1.760 |
1.030 |
| 6M High / 6M Low: |
2.400 |
1.030 |
| High (YTD): |
2024-04-09 |
2.400 |
| Low (YTD): |
2024-05-31 |
1.030 |
| 52W High: |
2023-06-15 |
2.510 |
| 52W Low: |
2023-10-23 |
0.560 |
| Avg. price 1W: |
|
1.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.573 |
| Avg. volume 6M: |
|
32 |
| Avg. price 1Y: |
|
1.513 |
| Avg. volume 1Y: |
|
28.125 |
| Volatility 1M: |
|
164.20% |
| Volatility 6M: |
|
128.56% |
| Volatility 1Y: |
|
131.02% |
| Volatility 3Y: |
|
- |
