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DZ Bank Call 12 TEG 20.06.2025/  DE000DJ4BVS3  /

Frankfurt Zert./DZB
18/10/2024  21:34:42 Chg.-0.080 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
5.040EUR -1.56% 5.020
Bid Size: 2,000		 5.110
Ask Size: 2,000		 TAG IMMOBILIEN AG 12.00 EUR 20/06/2025 Call
 

Master data

WKN: DJ4BVS
Issuer: DZ Bank AG
Currency: EUR
Underlying: TAG IMMOBILIEN AG
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 20/06/2025
Issue date: 24/07/2023
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 4.65
Intrinsic value: 4.21
Implied volatility: 0.49
Historic volatility: 0.32
Parity: 4.21
Time value: 0.90
Break-even: 17.11
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.09
Spread %: 1.79%
Delta: 0.84
Theta: 0.00
Omega: 2.67
Rho: 0.06
 

Quote data

Open: 5.180
High: 5.180
Low: 4.940
Previous Close: 5.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.14%
1 Month  
+5.22%
3 Months  
+31.59%
YTD  
+42.78%
1 Year  
+309.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.400 5.040
1M High / 1M Low: 5.690 4.790
6M High / 6M Low: 5.690 2.490
High (YTD): 01/10/2024 5.690
Low (YTD): 05/03/2024 1.790
52W High: 01/10/2024 5.690
52W Low: 19/10/2023 1.230
Avg. price 1W:   5.168
Avg. volume 1W:   0.000
Avg. price 1M:   5.185
Avg. volume 1M:   0.000
Avg. price 6M:   4.092
Avg. volume 6M:   0.000
Avg. price 1Y:   3.365
Avg. volume 1Y:   0.000
Volatility 1M:   64.88%
Volatility 6M:   83.44%
Volatility 1Y:   109.25%
Volatility 3Y:   -