DZ Bank Call 11.5 TEG 19.12.2025
/ DE000DQ032R5
DZ Bank Call 11.5 TEG 19.12.2025/ DE000DQ032R5 /
8/16/2024 6:11:57 PM |
Chg.-0.09 |
Bid6:17:26 PM |
Ask6:17:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.70EUR |
-1.88% |
4.66 Bid Size: 7,000 |
4.73 Ask Size: 7,000 |
TAG IMMOBILIEN AG |
11.50 EUR |
12/19/2025 |
Call |
Master data
WKN: |
DQ032R |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
TAG IMMOBILIEN AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.50 EUR |
Maturity: |
12/19/2025 |
Issue date: |
3/1/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.21 |
Intrinsic value: |
2.90 |
Implied volatility: |
0.49 |
Historic volatility: |
0.35 |
Parity: |
2.90 |
Time value: |
1.98 |
Break-even: |
16.38 |
Moneyness: |
1.25 |
Premium: |
0.14 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.09 |
Spread %: |
1.88% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
2.29 |
Rho: |
0.08 |
Quote data
Open: |
4.80 |
High: |
4.80 |
Low: |
4.67 |
Previous Close: |
4.79 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.08% |
1 Month |
|
|
-9.27% |
3 Months |
|
|
-12.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.83 |
4.55 |
1M High / 1M Low: |
5.18 |
4.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |