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DZ Bank Call 12 TEG 20.06.2025/  DE000DJ4BVS3  /

Frankfurt Zert./DZB
16/08/2024  18:34:47 Chg.-0.140 Bid16/08/2024 Ask16/08/2024 Underlying Strike price Expiration date Option type
3.650EUR -3.69% 3.650
Bid Size: 7,000		 3.730
Ask Size: 7,000		 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: 3.72
Leverage: Yes

Calculated values

Fair value: 3.40
Intrinsic value: 2.40
Implied volatility: 0.47
Historic volatility: 0.35
Parity: 2.40
Time value: 1.47
Break-even: 15.87
Moneyness: 1.20
Premium: 0.10
Premium p.a.: 0.12
Spread abs.: 0.09
Spread %: 2.38%
Delta: 0.76
Theta: 0.00
Omega: 2.83
Rho: 0.06
 

Quote data

Open: 3.790
High: 3.850
Low: 3.640
Previous Close: 3.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.95%
1 Month
  -15.31%
3 Months
  -18.34%
YTD  
+3.40%
1 Year  
+85.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.800 3.540
1M High / 1M Low: 4.310 3.540
6M High / 6M Low: 4.620 1.790
High (YTD): 11/07/2024 4.620
Low (YTD): 05/03/2024 1.790
52W High: 11/07/2024 4.620
52W Low: 19/10/2023 1.230
Avg. price 1W:   3.724
Avg. volume 1W:   0.000
Avg. price 1M:   3.785
Avg. volume 1M:   0.000
Avg. price 6M:   3.246
Avg. volume 6M:   0.000
Avg. price 1Y:   2.855
Avg. volume 1Y:   0.000
Volatility 1M:   67.32%
Volatility 6M:   90.49%
Volatility 1Y:   119.56%
Volatility 3Y:   -