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DZ Bank Call 11 TEG 20.06.2025/  DE000DJ4BVR5  /

Frankfurt Zert./DZB
13/09/2024  21:34:50 Chg.-0.070 Bid21:58:05 Ask21:58:05 Underlying Strike price Expiration date Option type
6.310EUR -1.10% 6.310
Bid Size: 2,000		 6.400
Ask Size: 2,000		 TAG IMMOBILIEN AG 11.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ4BVR
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 20/06/2025
Issue date: 24/07/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.56
Leverage: Yes

Calculated values

Fair value: 5.98
Intrinsic value: 5.55
Implied volatility: 0.55
Historic volatility: 0.35
Parity: 5.55
Time value: 0.92
Break-even: 17.47
Moneyness: 1.50
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.09
Spread %: 1.41%
Delta: 0.87
Theta: 0.00
Omega: 2.23
Rho: 0.06
 

Quote data

Open: 6.410
High: 6.410
Low: 6.290
Previous Close: 6.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.68%
1 Month  
+42.76%
3 Months  
+61.79%
YTD  
+54.28%
1 Year  
+101.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.380 5.580
1M High / 1M Low: 6.380 4.360
6M High / 6M Low: 6.380 2.700
High (YTD): 12/09/2024 6.380
Low (YTD): 05/03/2024 2.240
52W High: 12/09/2024 6.380
52W Low: 19/10/2023 1.550
Avg. price 1W:   6.034
Avg. volume 1W:   0.000
Avg. price 1M:   5.060
Avg. volume 1M:   0.000
Avg. price 6M:   4.231
Avg. volume 6M:   0.000
Avg. price 1Y:   3.596
Avg. volume 1Y:   0.000
Volatility 1M:   73.61%
Volatility 6M:   78.78%
Volatility 1Y:   105.99%
Volatility 3Y:   -