DZ Bank Call 9.5 TEG 20.09.2024
/ DE000DJ5J7J1
DZ Bank Call 9.5 TEG 20.09.2024/ DE000DJ5J7J1 /
| 2024-06-11 2:07:02 PM |
Chg.-0.21 |
Bid2:10:53 PM |
Ask2:10:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.24EUR |
-4.72% |
4.23
Bid Size: 20,000 |
4.26
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
9.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ5J7J |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
4.16 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.38 |
| Parity: |
4.16 |
| Time value: |
0.43 |
| Break-even: |
14.09 |
| Moneyness: |
1.44 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
3.38% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.63 |
| Rho: |
0.02 |
Quote data
| Open: |
4.45 |
| High: |
4.45 |
| Low: |
4.24 |
| Previous Close: |
4.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.75% |
| 1 Month |
|
|
-9.59% |
| 3 Months |
|
|
+29.27% |
| YTD |
|
|
-4.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.35 |
4.45 |
| 1M High / 1M Low: |
5.69 |
4.45 |
| 6M High / 6M Low: |
5.69 |
2.47 |
| High (YTD): |
2024-05-22 |
5.69 |
| Low (YTD): |
2024-03-05 |
2.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.04% |
| Volatility 6M: |
|
96.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
