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DZ Bank Call 11 TEG 20.06.2025/  DE000DJ4BVR5  /

Frankfurt Zert./DZB
8/9/2024  3:04:47 PM Chg.+0.220 Bid3:07:19 PM Ask3:07:19 PM Underlying Strike price Expiration date Option type
4.440EUR +5.21% 4.460
Bid Size: 20,000		 4.490
Ask Size: 20,000		 TAG IMMOBILIEN AG 11.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 7/24/2023
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.23
Leverage: Yes

Calculated values

Fair value: 3.78
Intrinsic value: 2.95
Implied volatility: 0.52
Historic volatility: 0.36
Parity: 2.95
Time value: 1.37
Break-even: 15.32
Moneyness: 1.27
Premium: 0.10
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 2.13%
Delta: 0.79
Theta: 0.00
Omega: 2.55
Rho: 0.06
 

Quote data

Open: 4.230
High: 4.530
Low: 4.230
Previous Close: 4.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.48%
1 Month  
+1.37%
3 Months  
+1.60%
YTD  
+8.56%
1 Year  
+90.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.600 4.220
1M High / 1M Low: 5.360 4.220
6M High / 6M Low: 5.360 2.240
High (YTD): 7/11/2024 5.360
Low (YTD): 3/5/2024 2.240
52W High: 7/11/2024 5.360
52W Low: 10/19/2023 1.550
Avg. price 1W:   4.360
Avg. volume 1W:   0.000
Avg. price 1M:   4.597
Avg. volume 1M:   0.000
Avg. price 6M:   3.778
Avg. volume 6M:   0.000
Avg. price 1Y:   3.346
Avg. volume 1Y:   0.000
Volatility 1M:   73.33%
Volatility 6M:   82.40%
Volatility 1Y:   110.28%
Volatility 3Y:   -