DZ Bank Call 12.5 TEG 20.12.2024
/ DE000DJ2FZU5
DZ Bank Call 12.5 TEG 20.12.2024/ DE000DJ2FZU5 /
| 2024-07-26 3:05:06 PM |
Chg.+0.180 |
Bid3:13:36 PM |
Ask3:13:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.710EUR |
+7.11% |
2.640
Bid Size: 20,000 |
2.660
Ask Size: 20,000 |
TAG IMMOBILIEN AG |
12.50 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ2FZU |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.36 |
| Parity: |
1.43 |
| Time value: |
1.14 |
| Break-even: |
15.07 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
2.39% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.84 |
| Rho: |
0.03 |
Quote data
| Open: |
2.430 |
| High: |
2.710 |
| Low: |
2.430 |
| Previous Close: |
2.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.73% |
| 1 Month |
|
|
+27.23% |
| 3 Months |
|
|
+25.46% |
| YTD |
|
|
-3.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.930 |
2.530 |
| 1M High / 1M Low: |
3.470 |
2.130 |
| 6M High / 6M Low: |
3.610 |
1.100 |
| High (YTD): |
2024-05-22 |
3.610 |
| Low (YTD): |
2024-03-05 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.202 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.70% |
| Volatility 6M: |
|
129.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
