DZ Bank Call 11 TEG 20.06.2025
/ DE000DJ4BVR5
DZ Bank Call 11 TEG 20.06.2025/ DE000DJ4BVR5 /
| 2024-10-15 6:13:25 PM |
Chg.+0.12 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.01EUR |
+2.04% |
-
Bid Size: - |
-
Ask Size: - |
TAG IMMOBILIEN AG |
11.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-07-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.54 |
| Intrinsic value: |
5.20 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.32 |
| Parity: |
5.20 |
| Time value: |
0.83 |
| Break-even: |
17.03 |
| Moneyness: |
1.47 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
1.52% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
2.34 |
| Rho: |
0.05 |
Quote data
| Open: |
5.53 |
| High: |
6.02 |
| Low: |
5.53 |
| Previous Close: |
5.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.80% |
| 1 Month |
|
|
-4.91% |
| 3 Months |
|
|
+16.25% |
| YTD |
|
|
+46.59% |
| 1 Year |
|
|
+196.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.98 |
5.68 |
| 1M High / 1M Low: |
6.58 |
5.61 |
| 6M High / 6M Low: |
6.58 |
2.76 |
| High (YTD): |
2024-10-02 |
6.58 |
| Low (YTD): |
2024-03-05 |
2.30 |
| 52W High: |
2024-10-02 |
6.58 |
| 52W Low: |
2023-10-19 |
1.55 |
| Avg. price 1W: |
|
5.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.93 |
| Avg. volume 1Y: |
|
2.20 |
| Volatility 1M: |
|
56.20% |
| Volatility 6M: |
|
74.61% |
| Volatility 1Y: |
|
89.32% |
| Volatility 3Y: |
|
- |
