DZ Bank Call 12 TEG 20.06.2025
/ DE000DJ4BVS3
DZ Bank Call 12 TEG 20.06.2025/ DE000DJ4BVS3 /
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: |
|
- |