DZ Bank Call 9 TEG 20.09.2024
/ DE000DJ27831
DZ Bank Call 9 TEG 20.09.2024/ DE000DJ27831 /
| 2024-05-22 4:06:40 PM |
Chg.+0.23 |
Bid4:41:24 PM |
Ask4:41:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.01EUR |
+3.98% |
6.09
Bid Size: 20,000 |
6.14
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
9.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ2783 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.72 |
| Intrinsic value: |
5.60 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.38 |
| Parity: |
5.60 |
| Time value: |
0.36 |
| Break-even: |
14.96 |
| Moneyness: |
1.62 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
2.58% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
2.26 |
| Rho: |
0.02 |
Quote data
| Open: |
5.85 |
| High: |
6.01 |
| Low: |
5.84 |
| Previous Close: |
5.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.67% |
| 1 Month |
|
|
+56.92% |
| 3 Months |
|
|
+81.02% |
| YTD |
|
|
+24.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.97 |
5.78 |
| 1M High / 1M Low: |
5.97 |
3.72 |
| 6M High / 6M Low: |
5.97 |
2.78 |
| High (YTD): |
2024-05-17 |
5.97 |
| Low (YTD): |
2024-03-05 |
2.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.90% |
| Volatility 6M: |
|
87.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
